CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 1.3359 1.3400 0.0041 0.3% 1.3115
High 1.3367 1.3402 0.0035 0.3% 1.3367
Low 1.3359 1.3400 0.0041 0.3% 1.3085
Close 1.3363 1.3402 0.0039 0.3% 1.3363
Range 0.0008 0.0002 -0.0006 -75.0% 0.0282
ATR 0.0058 0.0057 -0.0001 -2.4% 0.0000
Volume 4 5 1 25.0% 18
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3407 1.3407 1.3403
R3 1.3405 1.3405 1.3403
R2 1.3403 1.3403 1.3402
R1 1.3403 1.3403 1.3402 1.3403
PP 1.3401 1.3401 1.3401 1.3402
S1 1.3401 1.3401 1.3402 1.3401
S2 1.3399 1.3399 1.3402
S3 1.3397 1.3399 1.3401
S4 1.3395 1.3397 1.3401
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.4118 1.4022 1.3518
R3 1.3836 1.3740 1.3441
R2 1.3554 1.3554 1.3415
R1 1.3458 1.3458 1.3389 1.3506
PP 1.3272 1.3272 1.3272 1.3296
S1 1.3176 1.3176 1.3337 1.3224
S2 1.2990 1.2990 1.3311
S3 1.2708 1.2894 1.3285
S4 1.2426 1.2612 1.3208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3402 1.3085 0.0317 2.4% 0.0004 0.0% 100% True False 2
10 1.3402 1.3030 0.0372 2.8% 0.0017 0.1% 100% True False 3
20 1.3402 1.3030 0.0372 2.8% 0.0021 0.2% 100% True False 3
40 1.3402 1.2776 0.0626 4.7% 0.0025 0.2% 100% True False 3
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3411
2.618 1.3407
1.618 1.3405
1.000 1.3404
0.618 1.3403
HIGH 1.3402
0.618 1.3401
0.500 1.3401
0.382 1.3401
LOW 1.3400
0.618 1.3399
1.000 1.3398
1.618 1.3397
2.618 1.3395
4.250 1.3392
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 1.3402 1.3382
PP 1.3401 1.3361
S1 1.3401 1.3341

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

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