CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 1.2873 1.2935 0.0062 0.5% 1.3004
High 1.2917 1.2950 0.0033 0.3% 1.3042
Low 1.2873 1.2920 0.0047 0.4% 1.2823
Close 1.2917 1.2920 0.0003 0.0% 1.2850
Range 0.0044 0.0030 -0.0014 -31.8% 0.0219
ATR 0.0077 0.0074 -0.0003 -4.1% 0.0000
Volume 8 51 43 537.5% 296
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 1.3020 1.3000 1.2937
R3 1.2990 1.2970 1.2928
R2 1.2960 1.2960 1.2926
R1 1.2940 1.2940 1.2923 1.2935
PP 1.2930 1.2930 1.2930 1.2928
S1 1.2910 1.2910 1.2917 1.2905
S2 1.2900 1.2900 1.2915
S3 1.2870 1.2880 1.2912
S4 1.2840 1.2850 1.2904
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.3562 1.3425 1.2970
R3 1.3343 1.3206 1.2910
R2 1.3124 1.3124 1.2890
R1 1.2987 1.2987 1.2870 1.2946
PP 1.2905 1.2905 1.2905 1.2885
S1 1.2768 1.2768 1.2830 1.2727
S2 1.2686 1.2686 1.2810
S3 1.2467 1.2549 1.2790
S4 1.2248 1.2330 1.2730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2950 1.2823 0.0127 1.0% 0.0044 0.3% 76% True False 49
10 1.3206 1.2823 0.0383 3.0% 0.0062 0.5% 25% False False 40
20 1.3250 1.2823 0.0427 3.3% 0.0058 0.5% 23% False False 30
40 1.3250 1.2775 0.0475 3.7% 0.0065 0.5% 31% False False 24
60 1.3250 1.2775 0.0475 3.7% 0.0063 0.5% 31% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3078
2.618 1.3029
1.618 1.2999
1.000 1.2980
0.618 1.2969
HIGH 1.2950
0.618 1.2939
0.500 1.2935
0.382 1.2931
LOW 1.2920
0.618 1.2901
1.000 1.2890
1.618 1.2871
2.618 1.2841
4.250 1.2793
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 1.2935 1.2909
PP 1.2930 1.2898
S1 1.2925 1.2887

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

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