CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 05-Jul-2013

Day Change Summary
	Previous	Current
	03-Jul-2013	05-Jul-2013	Change	Change %	Previous Week
Open	1.2983	1.2994	0.0011	0.1%	1.3014
High	1.3037	1.3028	-0.0009	-0.1%	1.3082
Low	1.2927	1.2808	-0.0119	-0.9%	1.2808
Close	1.3017	1.2833	-0.0184	-1.4%	1.2833
Range	0.0110	0.0220	0.0110	100.0%	0.0274
ATR	0.0103	0.0112	0.0008	8.1%	0.0000
Volume	237,293	431,229	193,936	81.7%	1,121,833

Daily Pivots for day following 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3550	1.3411	1.2954
R3	1.3330	1.3191	1.2894
R2	1.3110	1.3110	1.2873
R1	1.2971	1.2971	1.2853	1.2931
PP	1.2890	1.2890	1.2890	1.2869
S1	1.2751	1.2751	1.2813	1.2711
S2	1.2670	1.2670	1.2793
S3	1.2450	1.2531	1.2773
S4	1.2230	1.2311	1.2712

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3730	1.3555	1.2984
R3	1.3456	1.3281	1.2908
R2	1.3182	1.3182	1.2883
R1	1.3007	1.3007	1.2858	1.2958
PP	1.2908	1.2908	1.2908	1.2883
S1	1.2733	1.2733	1.2808	1.2684
S2	1.2634	1.2634	1.2783
S3	1.2360	1.2459	1.2758
S4	1.2086	1.2185	1.2682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3108	1.2808	0.0300	2.3%	0.0124	1.0%	8%	False	True	277,691
10	1.3260	1.2808	0.0452	3.5%	0.0111	0.9%	6%	False	True	269,186
20	1.3424	1.2808	0.0616	4.8%	0.0106	0.8%	4%	False	True	214,931
40	1.3424	1.2808	0.0616	4.8%	0.0109	0.8%	4%	False	True	109,419
60	1.3424	1.2808	0.0616	4.8%	0.0104	0.8%	4%	False	True	73,048
80	1.3424	1.2770	0.0654	5.1%	0.0102	0.8%	10%	False	False	54,828
100	1.3528	1.2770	0.0758	5.9%	0.0096	0.8%	8%	False	False	43,868
120	1.3700	1.2770	0.0930	7.2%	0.0087	0.7%	7%	False	False	36,558

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.3963
2.618	1.3604
1.618	1.3384
1.000	1.3248
0.618	1.3164
HIGH	1.3028
0.618	1.2944
0.500	1.2918
0.382	1.2892
LOW	1.2808
0.618	1.2672
1.000	1.2588
1.618	1.2452
2.618	1.2232
4.250	1.1873

Fisher Pivots for day following 05-Jul-2013
Pivot	1 day	3 day
R1	1.2918	1.2945
PP	1.2890	1.2908
S1	1.2861	1.2870

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols