CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 1.3356 1.3325 -0.0031 -0.2% 1.3400
High 1.3356 1.3340 -0.0016 -0.1% 1.3410
Low 1.3323 1.3325 0.0002 0.0% 1.3305
Close 1.3340 1.3340 0.0000 0.0% 1.3341
Range 0.0033 0.0015 -0.0018 -54.5% 0.0105
ATR 0.0057 0.0054 -0.0003 -5.3% 0.0000
Volume 21 3 -18 -85.7% 89
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3380 1.3375 1.3348
R3 1.3365 1.3360 1.3344
R2 1.3350 1.3350 1.3343
R1 1.3345 1.3345 1.3341 1.3348
PP 1.3335 1.3335 1.3335 1.3336
S1 1.3330 1.3330 1.3339 1.3333
S2 1.3320 1.3320 1.3337
S3 1.3305 1.3315 1.3336
S4 1.3290 1.3300 1.3332
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3667 1.3609 1.3399
R3 1.3562 1.3504 1.3370
R2 1.3457 1.3457 1.3360
R1 1.3399 1.3399 1.3351 1.3376
PP 1.3352 1.3352 1.3352 1.3340
S1 1.3294 1.3294 1.3331 1.3271
S2 1.3247 1.3247 1.3322
S3 1.3142 1.3189 1.3312
S4 1.3037 1.3084 1.3283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3410 1.3314 0.0096 0.7% 0.0025 0.2% 27% False False 21
10 1.3410 1.3085 0.0325 2.4% 0.0017 0.1% 78% False False 11
20 1.3410 1.3030 0.0380 2.8% 0.0017 0.1% 82% False False 7
40 1.3410 1.2932 0.0478 3.6% 0.0024 0.2% 85% False False 5
60 1.3410 1.2751 0.0659 4.9% 0.0020 0.2% 89% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3404
2.618 1.3379
1.618 1.3364
1.000 1.3355
0.618 1.3349
HIGH 1.3340
0.618 1.3334
0.500 1.3333
0.382 1.3331
LOW 1.3325
0.618 1.3316
1.000 1.3310
1.618 1.3301
2.618 1.3286
4.250 1.3261
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 1.3338 1.3367
PP 1.3335 1.3358
S1 1.3333 1.3349

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

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