CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 1.3345 1.3346 0.0001 0.0% 1.3399
High 1.3372 1.3406 0.0034 0.3% 1.3528
Low 1.3345 1.3346 0.0001 0.0% 1.3345
Close 1.3372 1.3406 0.0034 0.3% 1.3372
Range 0.0027 0.0060 0.0033 122.2% 0.0183
ATR 0.0067 0.0067 -0.0001 -0.8% 0.0000
Volume 3 5 2 66.7% 17
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3566 1.3546 1.3439
R3 1.3506 1.3486 1.3423
R2 1.3446 1.3446 1.3417
R1 1.3426 1.3426 1.3412 1.3436
PP 1.3386 1.3386 1.3386 1.3391
S1 1.3366 1.3366 1.3401 1.3376
S2 1.3326 1.3326 1.3395
S3 1.3266 1.3306 1.3390
S4 1.3206 1.3246 1.3373
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% 0.0049 0.4% 33% False False 3
10 1.3599 1.3345 0.0254 1.9% 0.0050 0.4% 24% False False 5
20 1.3700 1.3323 0.0377 2.8% 0.0046 0.3% 22% False False 6
40 1.3700 1.3030 0.0670 5.0% 0.0031 0.2% 56% False False 6
60 1.3700 1.2800 0.0900 6.7% 0.0033 0.2% 67% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3661
2.618 1.3563
1.618 1.3503
1.000 1.3466
0.618 1.3443
HIGH 1.3406
0.618 1.3383
0.500 1.3376
0.382 1.3369
LOW 1.3346
0.618 1.3309
1.000 1.3286
1.618 1.3249
2.618 1.3189
4.250 1.3091
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 1.3396 1.3396
PP 1.3386 1.3386
S1 1.3376 1.3377

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

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