CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 1.3045 1.3016 -0.0029 -0.2% 1.3117
High 1.3113 1.3077 -0.0036 -0.3% 1.3155
Low 1.3007 1.3016 0.0009 0.1% 1.2998
Close 1.3029 1.3069 0.0040 0.3% 1.3029
Range 0.0106 0.0061 -0.0045 -42.5% 0.0157
ATR 0.0089 0.0087 -0.0002 -2.3% 0.0000
Volume 329 194 -135 -41.0% 1,655
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3237 1.3214 1.3103
R3 1.3176 1.3153 1.3086
R2 1.3115 1.3115 1.3080
R1 1.3092 1.3092 1.3075 1.3104
PP 1.3054 1.3054 1.3054 1.3060
S1 1.3031 1.3031 1.3063 1.3043
S2 1.2993 1.2993 1.3058
S3 1.2932 1.2970 1.3052
S4 1.2871 1.2909 1.3035
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3532 1.3437 1.3115
R3 1.3375 1.3280 1.3072
R2 1.3218 1.3218 1.3058
R1 1.3123 1.3123 1.3043 1.3092
PP 1.3061 1.3061 1.3061 1.3045
S1 1.2966 1.2966 1.3015 1.2935
S2 1.2904 1.2904 1.3000
S3 1.2747 1.2809 1.2986
S4 1.2590 1.2652 1.2943
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3155 1.2998 0.0157 1.2% 0.0078 0.6% 45% False False 289
10 1.3426 1.2998 0.0428 3.3% 0.0096 0.7% 17% False False 306
20 1.3426 1.2998 0.0428 3.3% 0.0084 0.6% 17% False False 207
40 1.3426 1.2823 0.0603 4.6% 0.0075 0.6% 41% False False 119
60 1.3426 1.2823 0.0603 4.6% 0.0073 0.6% 41% False False 86
80 1.3426 1.2775 0.0651 5.0% 0.0073 0.6% 45% False False 68
100 1.3595 1.2775 0.0820 6.3% 0.0069 0.5% 36% False False 56
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3336
2.618 1.3237
1.618 1.3176
1.000 1.3138
0.618 1.3115
HIGH 1.3077
0.618 1.3054
0.500 1.3047
0.382 1.3039
LOW 1.3016
0.618 1.2978
1.000 1.2955
1.618 1.2917
2.618 1.2856
4.250 1.2757
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 1.3062 1.3066
PP 1.3054 1.3063
S1 1.3047 1.3060

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

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