CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 1.2939 1.3013 0.0074 0.6% 1.2823
High 1.3052 1.3045 -0.0007 -0.1% 1.3052
Low 1.2923 1.2995 0.0072 0.6% 1.2770
Close 1.3028 1.3018 -0.0010 -0.1% 1.3028
Range 0.0129 0.0050 -0.0079 -61.2% 0.0282
ATR 0.0099 0.0096 -0.0004 -3.5% 0.0000
Volume 137 332 195 142.3% 875
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3169 1.3144 1.3046
R3 1.3119 1.3094 1.3032
R2 1.3069 1.3069 1.3027
R1 1.3044 1.3044 1.3023 1.3057
PP 1.3019 1.3019 1.3019 1.3026
S1 1.2994 1.2994 1.3013 1.3007
S2 1.2969 1.2969 1.3009
S3 1.2919 1.2944 1.3004
S4 1.2869 1.2894 1.2991
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3796 1.3694 1.3183
R3 1.3514 1.3412 1.3106
R2 1.3232 1.3232 1.3080
R1 1.3130 1.3130 1.3054 1.3181
PP 1.2950 1.2950 1.2950 1.2976
S1 1.2848 1.2848 1.3002 1.2899
S2 1.2668 1.2668 1.2976
S3 1.2386 1.2566 1.2950
S4 1.2104 1.2284 1.2873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3052 1.2770 0.0282 2.2% 0.0099 0.8% 88% False False 204
10 1.3057 1.2770 0.0287 2.2% 0.0100 0.8% 86% False False 180
20 1.3110 1.2770 0.0340 2.6% 0.0093 0.7% 73% False False 154
40 1.3528 1.2770 0.0758 5.8% 0.0083 0.6% 33% False False 88
60 1.3700 1.2770 0.0930 7.1% 0.0067 0.5% 27% False False 62
80 1.3700 1.2770 0.0930 7.1% 0.0057 0.4% 27% False False 47
100 1.3700 1.2751 0.0949 7.3% 0.0050 0.4% 28% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3258
2.618 1.3176
1.618 1.3126
1.000 1.3095
0.618 1.3076
HIGH 1.3045
0.618 1.3026
0.500 1.3020
0.382 1.3014
LOW 1.2995
0.618 1.2964
1.000 1.2945
1.618 1.2914
2.618 1.2864
4.250 1.2783
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 1.3020 1.2982
PP 1.3019 1.2947
S1 1.3019 1.2911

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

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