CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 1.3056 1.2978 -0.0078 -0.6% 1.3150
High 1.3060 1.3010 -0.0050 -0.4% 1.3205
Low 1.2947 1.2956 0.0009 0.1% 1.2947
Close 1.2994 1.2981 -0.0013 -0.1% 1.2994
Range 0.0113 0.0054 -0.0059 -52.2% 0.0258
ATR 0.0102 0.0098 -0.0003 -3.3% 0.0000
Volume 401 1,587 1,186 295.8% 1,858
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 1.3144 1.3117 1.3011
R3 1.3090 1.3063 1.2996
R2 1.3036 1.3036 1.2991
R1 1.3009 1.3009 1.2986 1.3023
PP 1.2982 1.2982 1.2982 1.2989
S1 1.2955 1.2955 1.2976 1.2969
S2 1.2928 1.2928 1.2971
S3 1.2874 1.2901 1.2966
S4 1.2820 1.2847 1.2951
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.3823 1.3666 1.3136
R3 1.3565 1.3408 1.3065
R2 1.3307 1.3307 1.3041
R1 1.3150 1.3150 1.3018 1.3100
PP 1.3049 1.3049 1.3049 1.3023
S1 1.2892 1.2892 1.2970 1.2842
S2 1.2791 1.2791 1.2947
S3 1.2533 1.2634 1.2923
S4 1.2275 1.2376 1.2852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3205 1.2947 0.0258 2.0% 0.0099 0.8% 13% False False 501
10 1.3250 1.2947 0.0303 2.3% 0.0105 0.8% 11% False False 485
20 1.3250 1.2947 0.0303 2.3% 0.0099 0.8% 11% False False 361
40 1.3250 1.2770 0.0480 3.7% 0.0096 0.7% 44% False False 288
60 1.3406 1.2770 0.0636 4.9% 0.0091 0.7% 33% False False 203
80 1.3700 1.2770 0.0930 7.2% 0.0080 0.6% 23% False False 155
100 1.3700 1.2770 0.0930 7.2% 0.0067 0.5% 23% False False 124
120 1.3700 1.2770 0.0930 7.2% 0.0062 0.5% 23% False False 104
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 0.0015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3240
2.618 1.3151
1.618 1.3097
1.000 1.3064
0.618 1.3043
HIGH 1.3010
0.618 1.2989
0.500 1.2983
0.382 1.2977
LOW 1.2956
0.618 1.2923
1.000 1.2902
1.618 1.2869
2.618 1.2815
4.250 1.2727
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 1.2983 1.3068
PP 1.2982 1.3039
S1 1.2982 1.3010

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

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