CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 1.3233 1.3200 -0.0033 -0.2% 1.3226
High 1.3233 1.3207 -0.0026 -0.2% 1.3275
Low 1.3233 1.3200 -0.0033 -0.2% 1.3226
Close 1.3233 1.3207 -0.0026 -0.2% 1.3257
Range 0.0000 0.0007 0.0007 0.0049
ATR 0.0041 0.0041 -0.0001 -1.4% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3226 1.3223 1.3211
R3 1.3219 1.3216 1.3209
R2 1.3212 1.3212 1.3208
R1 1.3209 1.3209 1.3208 1.3211
PP 1.3205 1.3205 1.3205 1.3205
S1 1.3202 1.3202 1.3206 1.3204
S2 1.3198 1.3198 1.3206
S3 1.3191 1.3195 1.3205
S4 1.3184 1.3188 1.3203
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3400 1.3377 1.3284
R3 1.3351 1.3328 1.3270
R2 1.3302 1.3302 1.3266
R1 1.3279 1.3279 1.3261 1.3291
PP 1.3253 1.3253 1.3253 1.3258
S1 1.3230 1.3230 1.3253 1.3242
S2 1.3204 1.3204 1.3248
S3 1.3155 1.3181 1.3244
S4 1.3106 1.3132 1.3230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3275 1.3200 0.0075 0.6% 0.0001 0.0% 9% False True 2
10 1.3338 1.3200 0.0138 1.0% 0.0013 0.1% 5% False True 1
20 1.3338 1.2939 0.0399 3.0% 0.0026 0.2% 67% False False 4
40 1.3338 1.2751 0.0587 4.4% 0.0021 0.2% 78% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3237
2.618 1.3225
1.618 1.3218
1.000 1.3214
0.618 1.3211
HIGH 1.3207
0.618 1.3204
0.500 1.3204
0.382 1.3203
LOW 1.3200
0.618 1.3196
1.000 1.3193
1.618 1.3189
2.618 1.3182
4.250 1.3170
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 1.3206 1.3229
PP 1.3205 1.3221
S1 1.3204 1.3214

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

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