CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 1.2945 1.2896 -0.0049 -0.4% 1.3100
High 1.2945 1.2931 -0.0014 -0.1% 1.3206
Low 1.2869 1.2888 0.0019 0.1% 1.2967
Close 1.2893 1.2927 0.0034 0.3% 1.3001
Range 0.0076 0.0043 -0.0033 -43.4% 0.0239
ATR 0.0078 0.0075 -0.0002 -3.2% 0.0000
Volume 85 32 -53 -62.4% 63
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 1.3044 1.3029 1.2951
R3 1.3001 1.2986 1.2939
R2 1.2958 1.2958 1.2935
R1 1.2943 1.2943 1.2931 1.2951
PP 1.2915 1.2915 1.2915 1.2919
S1 1.2900 1.2900 1.2923 1.2908
S2 1.2872 1.2872 1.2919
S3 1.2829 1.2857 1.2915
S4 1.2786 1.2814 1.2903
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.3775 1.3627 1.3132
R3 1.3536 1.3388 1.3067
R2 1.3297 1.3297 1.3045
R1 1.3149 1.3149 1.3023 1.3104
PP 1.3058 1.3058 1.3058 1.3035
S1 1.2910 1.2910 1.2979 1.2865
S2 1.2819 1.2819 1.2957
S3 1.2580 1.2671 1.2935
S4 1.2341 1.2432 1.2870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3059 1.2869 0.0190 1.5% 0.0065 0.5% 31% False False 48
10 1.3206 1.2869 0.0337 2.6% 0.0058 0.5% 17% False False 37
20 1.3250 1.2869 0.0381 2.9% 0.0060 0.5% 15% False False 25
40 1.3250 1.2775 0.0475 3.7% 0.0070 0.5% 32% False False 22
60 1.3320 1.2775 0.0545 4.2% 0.0066 0.5% 28% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3114
2.618 1.3044
1.618 1.3001
1.000 1.2974
0.618 1.2958
HIGH 1.2931
0.618 1.2915
0.500 1.2910
0.382 1.2904
LOW 1.2888
0.618 1.2861
1.000 1.2845
1.618 1.2818
2.618 1.2775
4.250 1.2705
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 1.2921 1.2956
PP 1.2915 1.2946
S1 1.2910 1.2937

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These figures are updated between 7pm and 10pm EST after a trading day.

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