CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 1.3108 1.3068 -0.0040 -0.3% 1.2828
High 1.3108 1.3083 -0.0025 -0.2% 1.3203
Low 1.3011 1.3008 -0.0003 0.0% 1.2760
Close 1.3069 1.3076 0.0007 0.1% 1.3069
Range 0.0097 0.0075 -0.0022 -22.7% 0.0443
ATR 0.0119 0.0116 -0.0003 -2.6% 0.0000
Volume 373 295 -78 -20.9% 1,934
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3281 1.3253 1.3117
R3 1.3206 1.3178 1.3097
R2 1.3131 1.3131 1.3090
R1 1.3103 1.3103 1.3083 1.3117
PP 1.3056 1.3056 1.3056 1.3063
S1 1.3028 1.3028 1.3069 1.3042
S2 1.2981 1.2981 1.3062
S3 1.2906 1.2953 1.3055
S4 1.2831 1.2878 1.3035
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.4340 1.4147 1.3313
R3 1.3897 1.3704 1.3191
R2 1.3454 1.3454 1.3150
R1 1.3261 1.3261 1.3110 1.3358
PP 1.3011 1.3011 1.3011 1.3059
S1 1.2818 1.2818 1.3028 1.2915
S2 1.2568 1.2568 1.2988
S3 1.2125 1.2375 1.2947
S4 1.1682 1.1932 1.2825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3203 1.2760 0.0443 3.4% 0.0142 1.1% 71% False False 257
10 1.3203 1.2760 0.0443 3.4% 0.0124 0.9% 71% False False 310
20 1.3426 1.2760 0.0666 5.1% 0.0109 0.8% 47% False False 304
40 1.3426 1.2760 0.0666 5.1% 0.0092 0.7% 47% False False 184
60 1.3426 1.2760 0.0666 5.1% 0.0081 0.6% 47% False False 131
80 1.3426 1.2760 0.0666 5.1% 0.0081 0.6% 47% False False 103
100 1.3426 1.2760 0.0666 5.1% 0.0076 0.6% 47% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3402
2.618 1.3279
1.618 1.3204
1.000 1.3158
0.618 1.3129
HIGH 1.3083
0.618 1.3054
0.500 1.3046
0.382 1.3037
LOW 1.3008
0.618 1.2962
1.000 1.2933
1.618 1.2887
2.618 1.2812
4.250 1.2689
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 1.3066 1.3106
PP 1.3056 1.3096
S1 1.3046 1.3086

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

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