CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 1.3072 1.3118 0.0046 0.4% 1.3013
High 1.3150 1.3139 -0.0011 -0.1% 1.3150
Low 1.3068 1.3060 -0.0008 -0.1% 1.2995
Close 1.3127 1.3094 -0.0033 -0.3% 1.3094
Range 0.0082 0.0079 -0.0003 -3.7% 0.0155
ATR 0.0093 0.0092 -0.0001 -1.1% 0.0000
Volume 803 78 -725 -90.3% 1,583
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3335 1.3293 1.3137
R3 1.3256 1.3214 1.3116
R2 1.3177 1.3177 1.3108
R1 1.3135 1.3135 1.3101 1.3117
PP 1.3098 1.3098 1.3098 1.3088
S1 1.3056 1.3056 1.3087 1.3038
S2 1.3019 1.3019 1.3080
S3 1.2940 1.2977 1.3072
S4 1.2861 1.2898 1.3051
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3545 1.3474 1.3179
R3 1.3390 1.3319 1.3137
R2 1.3235 1.3235 1.3122
R1 1.3164 1.3164 1.3108 1.3200
PP 1.3080 1.3080 1.3080 1.3097
S1 1.3009 1.3009 1.3080 1.3045
S2 1.2925 1.2925 1.3066
S3 1.2770 1.2854 1.3051
S4 1.2615 1.2699 1.3009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3150 1.2995 0.0155 1.2% 0.0072 0.5% 64% False False 316
10 1.3150 1.2770 0.0380 2.9% 0.0087 0.7% 85% False False 245
20 1.3150 1.2770 0.0380 2.9% 0.0094 0.7% 85% False False 204
40 1.3408 1.2770 0.0638 4.9% 0.0087 0.7% 51% False False 119
60 1.3700 1.2770 0.0930 7.1% 0.0072 0.5% 35% False False 82
80 1.3700 1.2770 0.0930 7.1% 0.0058 0.4% 35% False False 62
100 1.3700 1.2770 0.0930 7.1% 0.0054 0.4% 35% False False 51
Crabel Price Patterns
NR True
NR4 False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3475
2.618 1.3346
1.618 1.3267
1.000 1.3218
0.618 1.3188
HIGH 1.3139
0.618 1.3109
0.500 1.3100
0.382 1.3090
LOW 1.3060
0.618 1.3011
1.000 1.2981
1.618 1.2932
2.618 1.2853
4.250 1.2724
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 1.3100 1.3105
PP 1.3098 1.3101
S1 1.3096 1.3098

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

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