CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 1.3530 1.3485 -0.0045 -0.3% 1.3470
High 1.3541 1.3489 -0.0052 -0.4% 1.3700
Low 1.3530 1.3415 -0.0115 -0.8% 1.3459
Close 1.3541 1.3421 -0.0120 -0.9% 1.3675
Range 0.0011 0.0074 0.0063 572.7% 0.0241
ATR 0.0068 0.0072 0.0004 6.2% 0.0000
Volume 3 2 -1 -33.3% 41
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3664 1.3616 1.3462
R3 1.3590 1.3542 1.3441
R2 1.3516 1.3516 1.3435
R1 1.3468 1.3468 1.3428 1.3455
PP 1.3442 1.3442 1.3442 1.3435
S1 1.3394 1.3394 1.3414 1.3381
S2 1.3368 1.3368 1.3407
S3 1.3294 1.3320 1.3401
S4 1.3220 1.3246 1.3380
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 1.3415 0.0285 2.1% 0.0074 0.6% 2% False True 7
10 1.3700 1.3415 0.0285 2.1% 0.0051 0.4% 2% False True 7
20 1.3700 1.3280 0.0420 3.1% 0.0037 0.3% 34% False False 9
40 1.3700 1.3000 0.0700 5.2% 0.0032 0.2% 60% False False 6
60 1.3700 1.2751 0.0949 7.1% 0.0029 0.2% 71% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3804
2.618 1.3683
1.618 1.3609
1.000 1.3563
0.618 1.3535
HIGH 1.3489
0.618 1.3461
0.500 1.3452
0.382 1.3443
LOW 1.3415
0.618 1.3369
1.000 1.3341
1.618 1.3295
2.618 1.3221
4.250 1.3101
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 1.3452 1.3507
PP 1.3442 1.3478
S1 1.3431 1.3450

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

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