CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 1.3490 1.3481 -0.0009 -0.1% 1.3539
High 1.3567 1.3559 -0.0008 -0.1% 1.3567
Low 1.3477 1.3480 0.0003 0.0% 1.3464
Close 1.3521 1.3527 0.0006 0.0% 1.3521
Range 0.0090 0.0079 -0.0011 -12.2% 0.0103
ATR 0.0080 0.0080 0.0000 -0.1% 0.0000
Volume 149,897 158,856 8,959 6.0% 714,882
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3759 1.3722 1.3570
R3 1.3680 1.3643 1.3549
R2 1.3601 1.3601 1.3541
R1 1.3564 1.3564 1.3534 1.3583
PP 1.3522 1.3522 1.3522 1.3531
S1 1.3485 1.3485 1.3520 1.3504
S2 1.3443 1.3443 1.3513
S3 1.3364 1.3406 1.3505
S4 1.3285 1.3327 1.3484
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3826 1.3777 1.3578
R3 1.3723 1.3674 1.3549
R2 1.3620 1.3620 1.3540
R1 1.3571 1.3571 1.3530 1.3544
PP 1.3517 1.3517 1.3517 1.3504
S1 1.3468 1.3468 1.3512 1.3441
S2 1.3414 1.3414 1.3502
S3 1.3311 1.3365 1.3493
S4 1.3208 1.3262 1.3464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3567 1.3464 0.0103 0.8% 0.0071 0.5% 61% False False 144,456
10 1.3573 1.3329 0.0244 1.8% 0.0079 0.6% 81% False False 159,838
20 1.3573 1.3110 0.0463 3.4% 0.0079 0.6% 90% False False 115,109
40 1.3573 1.3110 0.0463 3.4% 0.0079 0.6% 90% False False 58,393
60 1.3573 1.2760 0.0813 6.0% 0.0085 0.6% 94% False False 39,068
80 1.3573 1.2760 0.0813 6.0% 0.0087 0.6% 94% False False 29,360
100 1.3573 1.2760 0.0813 6.0% 0.0084 0.6% 94% False False 23,494
120 1.3573 1.2760 0.0813 6.0% 0.0081 0.6% 94% False False 19,582
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 True
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3895
2.618 1.3766
1.618 1.3687
1.000 1.3638
0.618 1.3608
HIGH 1.3559
0.618 1.3529
0.500 1.3520
0.382 1.3510
LOW 1.3480
0.618 1.3431
1.000 1.3401
1.618 1.3352
2.618 1.3273
4.250 1.3144
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 1.3525 1.3525
PP 1.3522 1.3523
S1 1.3520 1.3521

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

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