CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 1.3462 1.3461 -0.0001 0.0% 1.3328
High 1.3486 1.3505 0.0019 0.1% 1.3485
Low 1.3438 1.3430 -0.0008 -0.1% 1.3290
Close 1.3466 1.3497 0.0031 0.2% 1.3475
Range 0.0048 0.0075 0.0027 56.3% 0.0195
ATR 0.0085 0.0084 -0.0001 -0.8% 0.0000
Volume 413 418 5 1.2% 967
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3702 1.3675 1.3538
R3 1.3627 1.3600 1.3518
R2 1.3552 1.3552 1.3511
R1 1.3525 1.3525 1.3504 1.3539
PP 1.3477 1.3477 1.3477 1.3484
S1 1.3450 1.3450 1.3490 1.3464
S2 1.3402 1.3402 1.3483
S3 1.3327 1.3375 1.3476
S4 1.3252 1.3300 1.3456
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.4002 1.3933 1.3582
R3 1.3807 1.3738 1.3529
R2 1.3612 1.3612 1.3511
R1 1.3543 1.3543 1.3493 1.3578
PP 1.3417 1.3417 1.3417 1.3434
S1 1.3348 1.3348 1.3457 1.3383
S2 1.3222 1.3222 1.3439
S3 1.3027 1.3153 1.3421
S4 1.2832 1.2958 1.3368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3505 1.3290 0.0215 1.6% 0.0082 0.6% 96% True False 281
10 1.3505 1.3275 0.0230 1.7% 0.0089 0.7% 97% True False 304
20 1.3505 1.3017 0.0488 3.6% 0.0092 0.7% 98% True False 251
40 1.3505 1.2935 0.0570 4.2% 0.0075 0.6% 99% True False 157
60 1.3505 1.2711 0.0794 5.9% 0.0065 0.5% 99% True False 111
80 1.3505 1.2711 0.0794 5.9% 0.0052 0.4% 99% True False 84
100 1.3505 1.2692 0.0813 6.0% 0.0048 0.4% 99% True False 70
120 1.3505 1.2324 0.1181 8.8% 0.0045 0.3% 99% True False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3824
2.618 1.3701
1.618 1.3626
1.000 1.3580
0.618 1.3551
HIGH 1.3505
0.618 1.3476
0.500 1.3468
0.382 1.3459
LOW 1.3430
0.618 1.3384
1.000 1.3355
1.618 1.3309
2.618 1.3234
4.250 1.3111
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 1.3487 1.3477
PP 1.3477 1.3457
S1 1.3468 1.3438

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

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