CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 1.3528 1.3408 -0.0120 -0.9% 1.3641
High 1.3528 1.3408 -0.0120 -0.9% 1.3641
Low 1.3462 1.3345 -0.0117 -0.9% 1.3381
Close 1.3465 1.3365 -0.0100 -0.7% 1.3381
Range 0.0066 0.0063 -0.0003 -4.5% 0.0260
ATR 0.0067 0.0071 0.0004 5.7% 0.0000
Volume 4 3 -1 -25.0% 46
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3562 1.3526 1.3400
R3 1.3499 1.3463 1.3382
R2 1.3436 1.3436 1.3377
R1 1.3400 1.3400 1.3371 1.3387
PP 1.3373 1.3373 1.3373 1.3366
S1 1.3337 1.3337 1.3359 1.3324
S2 1.3310 1.3310 1.3353
S3 1.3247 1.3274 1.3348
S4 1.3184 1.3211 1.3330
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 1.3528 1.3345 0.0183 1.4% 0.0041 0.3% 11% False True 6
10 1.3700 1.3345 0.0355 2.7% 0.0058 0.4% 6% False True 6
20 1.3700 1.3323 0.0377 2.8% 0.0045 0.3% 11% False False 8
40 1.3700 1.3030 0.0670 5.0% 0.0031 0.2% 50% False False 6
60 1.3700 1.2800 0.0900 6.7% 0.0032 0.2% 63% 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 False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3676
2.618 1.3573
1.618 1.3510
1.000 1.3471
0.618 1.3447
HIGH 1.3408
0.618 1.3384
0.500 1.3377
0.382 1.3369
LOW 1.3345
0.618 1.3306
1.000 1.3282
1.618 1.3243
2.618 1.3180
4.250 1.3077
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 1.3377 1.3437
PP 1.3373 1.3413
S1 1.3369 1.3389

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

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