CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 25-Apr-2013
Day Change Summary
Previous Current
24-Apr-2013 25-Apr-2013 Change Change % Previous Week
Open 1.3012 1.3050 0.0038 0.3% 1.3120
High 1.3047 1.3102 0.0055 0.4% 1.3214
Low 1.2981 1.3010 0.0029 0.2% 1.3025
Close 1.3036 1.3030 -0.0006 0.0% 1.3075
Range 0.0066 0.0092 0.0026 39.4% 0.0189
ATR 0.0095 0.0095 0.0000 -0.2% 0.0000
Volume 210 164 -46 -21.9% 1,618
Daily Pivots for day following 25-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3323 1.3269 1.3081
R3 1.3231 1.3177 1.3055
R2 1.3139 1.3139 1.3047
R1 1.3085 1.3085 1.3038 1.3066
PP 1.3047 1.3047 1.3047 1.3038
S1 1.2993 1.2993 1.3022 1.2974
S2 1.2955 1.2955 1.3013
S3 1.2863 1.2901 1.3005
S4 1.2771 1.2809 1.2979
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3672 1.3562 1.3179
R3 1.3483 1.3373 1.3127
R2 1.3294 1.3294 1.3110
R1 1.3184 1.3184 1.3092 1.3145
PP 1.3105 1.3105 1.3105 1.3085
S1 1.2995 1.2995 1.3058 1.2956
S2 1.2916 1.2916 1.3040
S3 1.2727 1.2806 1.3023
S4 1.2538 1.2617 1.2971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3140 1.2981 0.0159 1.2% 0.0080 0.6% 31% False False 208
10 1.3214 1.2981 0.0233 1.8% 0.0097 0.7% 21% False False 230
20 1.3214 1.2770 0.0444 3.4% 0.0092 0.7% 59% False False 241
40 1.3214 1.2770 0.0444 3.4% 0.0092 0.7% 59% False False 168
60 1.3700 1.2770 0.0930 7.1% 0.0082 0.6% 28% False False 117
80 1.3700 1.2770 0.0930 7.1% 0.0068 0.5% 28% False False 90
100 1.3700 1.2770 0.0930 7.1% 0.0060 0.5% 28% False False 73
120 1.3700 1.2751 0.0949 7.3% 0.0052 0.4% 29% False False 61
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3493
2.618 1.3343
1.618 1.3251
1.000 1.3194
0.618 1.3159
HIGH 1.3102
0.618 1.3067
0.500 1.3056
0.382 1.3045
LOW 1.3010
0.618 1.2953
1.000 1.2918
1.618 1.2861
2.618 1.2769
4.250 1.2619
Fisher Pivots for day following 25-Apr-2013
Pivot 1 day 3 day
R1 1.3056 1.3042
PP 1.3047 1.3038
S1 1.3039 1.3034

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

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