CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 1.3422 1.3399 -0.0023 -0.2% 1.3641
High 1.3422 1.3407 -0.0015 -0.1% 1.3641
Low 1.3381 1.3399 0.0018 0.1% 1.3381
Close 1.3381 1.3407 0.0026 0.2% 1.3381
Range 0.0041 0.0008 -0.0033 -80.5% 0.0260
ATR 0.0069 0.0066 -0.0003 -4.5% 0.0000
Volume 16 3 -13 -81.3% 46
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3428 1.3426 1.3411
R3 1.3420 1.3418 1.3409
R2 1.3412 1.3412 1.3408
R1 1.3410 1.3410 1.3408 1.3411
PP 1.3404 1.3404 1.3404 1.3405
S1 1.3402 1.3402 1.3406 1.3403
S2 1.3396 1.3396 1.3406
S3 1.3388 1.3394 1.3405
S4 1.3380 1.3386 1.3403
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4248 1.4074 1.3524
R3 1.3988 1.3814 1.3453
R2 1.3728 1.3728 1.3429
R1 1.3554 1.3554 1.3405 1.3511
PP 1.3468 1.3468 1.3468 1.3446
S1 1.3294 1.3294 1.3357 1.3251
S2 1.3208 1.3208 1.3333
S3 1.2948 1.3034 1.3310
S4 1.2688 1.2774 1.3238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3599 1.3381 0.0218 1.6% 0.0050 0.4% 12% False False 7
10 1.3700 1.3381 0.0319 2.4% 0.0052 0.4% 8% False False 8
20 1.3700 1.3305 0.0395 2.9% 0.0039 0.3% 26% False False 10
40 1.3700 1.3030 0.0670 5.0% 0.0030 0.2% 56% False False 7
60 1.3700 1.2776 0.0924 6.9% 0.0030 0.2% 68% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3441
2.618 1.3428
1.618 1.3420
1.000 1.3415
0.618 1.3412
HIGH 1.3407
0.618 1.3404
0.500 1.3403
0.382 1.3402
LOW 1.3399
0.618 1.3394
1.000 1.3391
1.618 1.3386
2.618 1.3378
4.250 1.3365
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 1.3406 1.3435
PP 1.3404 1.3426
S1 1.3403 1.3416

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

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