CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 1.3346 1.3365 0.0019 0.1% 1.3399
High 1.3406 1.3365 -0.0041 -0.3% 1.3528
Low 1.3346 1.3300 -0.0046 -0.3% 1.3345
Close 1.3406 1.3301 -0.0105 -0.8% 1.3372
Range 0.0060 0.0065 0.0005 8.3% 0.0183
ATR 0.0067 0.0070 0.0003 4.2% 0.0000
Volume 5 9 4 80.0% 17
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3517 1.3474 1.3337
R3 1.3452 1.3409 1.3319
R2 1.3387 1.3387 1.3313
R1 1.3344 1.3344 1.3307 1.3333
PP 1.3322 1.3322 1.3322 1.3317
S1 1.3279 1.3279 1.3295 1.3268
S2 1.3257 1.3257 1.3289
S3 1.3192 1.3214 1.3283
S4 1.3127 1.3149 1.3265
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 1.3300 0.0228 1.7% 0.0056 0.4% 0% False True 4
10 1.3541 1.3300 0.0241 1.8% 0.0044 0.3% 0% False True 5
20 1.3700 1.3300 0.0400 3.0% 0.0047 0.4% 0% False True 6
40 1.3700 1.3030 0.0670 5.0% 0.0033 0.2% 40% False False 6
60 1.3700 1.2932 0.0768 5.8% 0.0033 0.2% 48% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3641
2.618 1.3535
1.618 1.3470
1.000 1.3430
0.618 1.3405
HIGH 1.3365
0.618 1.3340
0.500 1.3333
0.382 1.3325
LOW 1.3300
0.618 1.3260
1.000 1.3235
1.618 1.3195
2.618 1.3130
4.250 1.3024
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 1.3333 1.3353
PP 1.3322 1.3336
S1 1.3312 1.3318

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

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