CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 1.3408 1.3345 -0.0063 -0.5% 1.3399
High 1.3408 1.3372 -0.0036 -0.3% 1.3528
Low 1.3345 1.3345 0.0000 0.0% 1.3345
Close 1.3365 1.3372 0.0007 0.1% 1.3372
Range 0.0063 0.0027 -0.0036 -57.1% 0.0183
ATR 0.0071 0.0067 -0.0003 -4.4% 0.0000
Volume 3 3 0 0.0% 17
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3444 1.3435 1.3387
R3 1.3417 1.3408 1.3379
R2 1.3390 1.3390 1.3377
R1 1.3381 1.3381 1.3374 1.3386
PP 1.3363 1.3363 1.3363 1.3365
S1 1.3354 1.3354 1.3370 1.3359
S2 1.3336 1.3336 1.3367
S3 1.3309 1.3327 1.3365
S4 1.3282 1.3300 1.3357
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3964 1.3851 1.3473
R3 1.3781 1.3668 1.3422
R2 1.3598 1.3598 1.3406
R1 1.3485 1.3485 1.3389 1.3450
PP 1.3415 1.3415 1.3415 1.3398
S1 1.3302 1.3302 1.3355 1.3267
S2 1.3232 1.3232 1.3338
S3 1.3049 1.3119 1.3322
S4 1.2866 1.2936 1.3271
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% 0.0039 0.3% 15% False True 3
10 1.3641 1.3345 0.0296 2.2% 0.0055 0.4% 9% False True 6
20 1.3700 1.3323 0.0377 2.8% 0.0046 0.3% 13% False False 6
40 1.3700 1.3030 0.0670 5.0% 0.0031 0.2% 51% False False 6
60 1.3700 1.2800 0.0900 6.7% 0.0032 0.2% 64% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3487
2.618 1.3443
1.618 1.3416
1.000 1.3399
0.618 1.3389
HIGH 1.3372
0.618 1.3362
0.500 1.3359
0.382 1.3355
LOW 1.3345
0.618 1.3328
1.000 1.3318
1.618 1.3301
2.618 1.3274
4.250 1.3230
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 1.3368 1.3437
PP 1.3363 1.3415
S1 1.3359 1.3394

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

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