CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 18-Apr-2013
Day Change Summary
Previous Current
17-Apr-2013 18-Apr-2013 Change Change % Previous Week
Open 1.3191 1.3043 -0.0148 -1.1% 1.3013
High 1.3210 1.3110 -0.0100 -0.8% 1.3150
Low 1.3025 1.3043 0.0018 0.1% 1.2995
Close 1.3029 1.3062 0.0033 0.3% 1.3094
Range 0.0185 0.0067 -0.0118 -63.8% 0.0155
ATR 0.0103 0.0101 -0.0002 -1.5% 0.0000
Volume 346 376 30 8.7% 1,583
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3273 1.3234 1.3099
R3 1.3206 1.3167 1.3080
R2 1.3139 1.3139 1.3074
R1 1.3100 1.3100 1.3068 1.3120
PP 1.3072 1.3072 1.3072 1.3081
S1 1.3033 1.3033 1.3056 1.3053
S2 1.3005 1.3005 1.3050
S3 1.2938 1.2966 1.3044
S4 1.2871 1.2899 1.3025
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 1.3214 1.3025 0.0189 1.4% 0.0114 0.9% 20% False False 252
10 1.3214 1.2923 0.0291 2.2% 0.0098 0.8% 48% False False 290
20 1.3214 1.2770 0.0444 3.4% 0.0099 0.8% 66% False False 237
40 1.3307 1.2770 0.0537 4.1% 0.0094 0.7% 54% False False 148
60 1.3700 1.2770 0.0930 7.1% 0.0078 0.6% 31% False False 100
80 1.3700 1.2770 0.0930 7.1% 0.0063 0.5% 31% False False 77
100 1.3700 1.2770 0.0930 7.1% 0.0057 0.4% 31% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3395
2.618 1.3285
1.618 1.3218
1.000 1.3177
0.618 1.3151
HIGH 1.3110
0.618 1.3084
0.500 1.3077
0.382 1.3069
LOW 1.3043
0.618 1.3002
1.000 1.2976
1.618 1.2935
2.618 1.2868
4.250 1.2758
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 1.3077 1.3120
PP 1.3072 1.3100
S1 1.3067 1.3081

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

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