CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 1.3107 1.3085 -0.0022 -0.2% 1.3233
High 1.3114 1.3085 -0.0029 -0.2% 1.3233
Low 1.3107 1.3085 -0.0022 -0.2% 1.3030
Close 1.3114 1.3085 -0.0029 -0.2% 1.3101
Range 0.0007 0.0000 -0.0007 -100.0% 0.0203
ATR 0.0046 0.0045 -0.0001 -2.7% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3085 1.3085 1.3085
R3 1.3085 1.3085 1.3085
R2 1.3085 1.3085 1.3085
R1 1.3085 1.3085 1.3085 1.3085
PP 1.3085 1.3085 1.3085 1.3085
S1 1.3085 1.3085 1.3085 1.3085
S2 1.3085 1.3085 1.3085
S3 1.3085 1.3085 1.3085
S4 1.3085 1.3085 1.3085
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3730 1.3619 1.3213
R3 1.3527 1.3416 1.3157
R2 1.3324 1.3324 1.3138
R1 1.3213 1.3213 1.3120 1.3167
PP 1.3121 1.3121 1.3121 1.3099
S1 1.3010 1.3010 1.3082 1.2964
S2 1.2918 1.2918 1.3064
S3 1.2715 1.2807 1.3045
S4 1.2512 1.2604 1.2989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3143 1.3030 0.0113 0.9% 0.0031 0.2% 49% False False 3
10 1.3275 1.3030 0.0245 1.9% 0.0016 0.1% 22% False False 2
20 1.3338 1.3000 0.0338 2.6% 0.0026 0.2% 25% False False 3
40 1.3338 1.2751 0.0587 4.5% 0.0025 0.2% 57% False False 3
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 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3085
2.618 1.3085
1.618 1.3085
1.000 1.3085
0.618 1.3085
HIGH 1.3085
0.618 1.3085
0.500 1.3085
0.382 1.3085
LOW 1.3085
0.618 1.3085
1.000 1.3085
1.618 1.3085
2.618 1.3085
4.250 1.3085
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 1.3085 1.3114
PP 1.3085 1.3104
S1 1.3085 1.3095

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

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