CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 1.3641 1.3482 -0.0159 -1.2% 1.3470
High 1.3641 1.3599 -0.0042 -0.3% 1.3700
Low 1.3523 1.3482 -0.0041 -0.3% 1.3459
Close 1.3534 1.3599 0.0065 0.5% 1.3675
Range 0.0118 0.0117 -0.0001 -0.8% 0.0241
ATR 0.0064 0.0067 0.0004 6.0% 0.0000
Volume 10 15 5 50.0% 41
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3911 1.3872 1.3663
R3 1.3794 1.3755 1.3631
R2 1.3677 1.3677 1.3620
R1 1.3638 1.3638 1.3610 1.3658
PP 1.3560 1.3560 1.3560 1.3570
S1 1.3521 1.3521 1.3588 1.3541
S2 1.3443 1.3443 1.3578
S3 1.3326 1.3404 1.3567
S4 1.3209 1.3287 1.3535
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 1.3482 0.0218 1.6% 0.0067 0.5% 54% False True 10
10 1.3700 1.3325 0.0375 2.8% 0.0050 0.4% 73% False False 7
20 1.3700 1.3085 0.0615 4.5% 0.0033 0.2% 84% False False 9
40 1.3700 1.2939 0.0761 5.6% 0.0030 0.2% 87% False False 6
60 1.3700 1.2751 0.0949 7.0% 0.0028 0.2% 89% False False 5
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 True
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4096
2.618 1.3905
1.618 1.3788
1.000 1.3716
0.618 1.3671
HIGH 1.3599
0.618 1.3554
0.500 1.3541
0.382 1.3527
LOW 1.3482
0.618 1.3410
1.000 1.3365
1.618 1.3293
2.618 1.3176
4.250 1.2985
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 1.3580 1.3596
PP 1.3560 1.3594
S1 1.3541 1.3591

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

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