CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 1.3592 1.3650 0.0058 0.4% 1.3470
High 1.3592 1.3700 0.0108 0.8% 1.3700
Low 1.3587 1.3649 0.0062 0.5% 1.3459
Close 1.3587 1.3675 0.0088 0.6% 1.3675
Range 0.0005 0.0051 0.0046 920.0% 0.0241
ATR 0.0052 0.0057 0.0004 8.2% 0.0000
Volume 6 9 3 50.0% 41
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3828 1.3802 1.3703
R3 1.3777 1.3751 1.3689
R2 1.3726 1.3726 1.3684
R1 1.3700 1.3700 1.3680 1.3713
PP 1.3675 1.3675 1.3675 1.3681
S1 1.3649 1.3649 1.3670 1.3662
S2 1.3624 1.3624 1.3666
S3 1.3573 1.3598 1.3661
S4 1.3522 1.3547 1.3647
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4334 1.4246 1.3808
R3 1.4093 1.4005 1.3741
R2 1.3852 1.3852 1.3719
R1 1.3764 1.3764 1.3697 1.3808
PP 1.3611 1.3611 1.3611 1.3634
S1 1.3523 1.3523 1.3653 1.3567
S2 1.3370 1.3370 1.3631
S3 1.3129 1.3282 1.3609
S4 1.2888 1.3041 1.3542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3700 1.3459 0.0241 1.8% 0.0029 0.2% 90% True False 8
10 1.3700 1.3323 0.0377 2.8% 0.0037 0.3% 93% True False 6
20 1.3700 1.3030 0.0670 4.9% 0.0026 0.2% 96% True False 8
40 1.3700 1.2939 0.0761 5.6% 0.0026 0.2% 97% True False 6
60 1.3700 1.2751 0.0949 6.9% 0.0024 0.2% 97% True False 5
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 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3917
2.618 1.3834
1.618 1.3783
1.000 1.3751
0.618 1.3732
HIGH 1.3700
0.618 1.3681
0.500 1.3675
0.382 1.3668
LOW 1.3649
0.618 1.3617
1.000 1.3598
1.618 1.3566
2.618 1.3515
4.250 1.3432
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 1.3675 1.3657
PP 1.3675 1.3640
S1 1.3675 1.3622

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

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