CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 1.3680 1.3781 0.0101 0.7% 1.3559
High 1.3795 1.3795 0.0000 0.0% 1.3707
Low 1.3664 1.3743 0.0079 0.6% 1.3475
Close 1.3785 1.3781 -0.0004 0.0% 1.3681
Range 0.0131 0.0052 -0.0079 -60.3% 0.0232
ATR 0.0083 0.0081 -0.0002 -2.7% 0.0000
Volume 196,295 168,143 -28,152 -14.3% 886,242
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3929 1.3907 1.3810
R3 1.3877 1.3855 1.3795
R2 1.3825 1.3825 1.3791
R1 1.3803 1.3803 1.3786 1.3807
PP 1.3773 1.3773 1.3773 1.3775
S1 1.3751 1.3751 1.3776 1.3755
S2 1.3721 1.3721 1.3771
S3 1.3669 1.3699 1.3767
S4 1.3617 1.3647 1.3752
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4317 1.4231 1.3809
R3 1.4085 1.3999 1.3745
R2 1.3853 1.3853 1.3724
R1 1.3767 1.3767 1.3702 1.3810
PP 1.3621 1.3621 1.3621 1.3643
S1 1.3535 1.3535 1.3660 1.3578
S2 1.3389 1.3389 1.3638
S3 1.3157 1.3303 1.3617
S4 1.2925 1.3071 1.3553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3795 1.3518 0.0277 2.0% 0.0087 0.6% 95% True False 167,890
10 1.3795 1.3475 0.0320 2.3% 0.0081 0.6% 96% True False 166,526
20 1.3795 1.3474 0.0321 2.3% 0.0079 0.6% 96% True False 164,627
40 1.3795 1.3110 0.0685 5.0% 0.0081 0.6% 98% True False 129,064
60 1.3795 1.3110 0.0685 5.0% 0.0081 0.6% 98% True False 86,336
80 1.3795 1.2760 0.1035 7.5% 0.0086 0.6% 99% True False 64,847
100 1.3795 1.2760 0.1035 7.5% 0.0085 0.6% 99% True False 51,919
120 1.3795 1.2760 0.1035 7.5% 0.0082 0.6% 99% True False 43,271
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4016
2.618 1.3931
1.618 1.3879
1.000 1.3847
0.618 1.3827
HIGH 1.3795
0.618 1.3775
0.500 1.3769
0.382 1.3763
LOW 1.3743
0.618 1.3711
1.000 1.3691
1.618 1.3659
2.618 1.3607
4.250 1.3522
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 1.3777 1.3762
PP 1.3773 1.3743
S1 1.3769 1.3724

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

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