CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 1.2875 1.2882 0.0007 0.1% 1.2970
High 1.2904 1.2882 -0.0022 -0.2% 1.3020
Low 1.2860 1.2770 -0.0090 -0.7% 1.2870
Close 1.2874 1.2792 -0.0082 -0.6% 1.3000
Range 0.0044 0.0112 0.0068 154.5% 0.0150
ATR 0.0096 0.0097 0.0001 1.2% 0.0000
Volume 185 108 -77 -41.6% 1,014
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3151 1.3083 1.2854
R3 1.3039 1.2971 1.2823
R2 1.2927 1.2927 1.2813
R1 1.2859 1.2859 1.2802 1.2837
PP 1.2815 1.2815 1.2815 1.2804
S1 1.2747 1.2747 1.2782 1.2725
S2 1.2703 1.2703 1.2771
S3 1.2591 1.2635 1.2761
S4 1.2479 1.2523 1.2730
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3413 1.3357 1.3083
R3 1.3263 1.3207 1.3041
R2 1.3113 1.3113 1.3028
R1 1.3057 1.3057 1.3014 1.3085
PP 1.2963 1.2963 1.2963 1.2978
S1 1.2907 1.2907 1.2986 1.2935
S2 1.2813 1.2813 1.2973
S3 1.2663 1.2757 1.2959
S4 1.2513 1.2607 1.2918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3057 1.2770 0.0287 2.2% 0.0107 0.8% 8% False True 193
10 1.3110 1.2770 0.0340 2.7% 0.0103 0.8% 6% False True 154
20 1.3150 1.2770 0.0380 3.0% 0.0091 0.7% 6% False True 96
40 1.3700 1.2770 0.0930 7.3% 0.0077 0.6% 2% False True 56
60 1.3700 1.2770 0.0930 7.3% 0.0060 0.5% 2% False True 40
80 1.3700 1.2770 0.0930 7.3% 0.0052 0.4% 2% False True 31
100 1.3700 1.2751 0.0949 7.4% 0.0044 0.3% 4% False False 25
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3358
2.618 1.3175
1.618 1.3063
1.000 1.2994
0.618 1.2951
HIGH 1.2882
0.618 1.2839
0.500 1.2826
0.382 1.2813
LOW 1.2770
0.618 1.2701
1.000 1.2658
1.618 1.2589
2.618 1.2477
4.250 1.2294
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 1.2826 1.2914
PP 1.2815 1.2873
S1 1.2803 1.2833

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

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