CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 1.2950 1.2902 -0.0048 -0.4% 1.3050
High 1.2950 1.2976 0.0026 0.2% 1.3100
Low 1.2888 1.2902 0.0014 0.1% 1.2967
Close 1.2904 1.2973 0.0069 0.5% 1.3081
Range 0.0062 0.0074 0.0012 19.4% 0.0133
ATR 0.0077 0.0077 0.0000 -0.3% 0.0000
Volume 4 5 1 25.0% 104
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3172 1.3147 1.3014
R3 1.3098 1.3073 1.2993
R2 1.3024 1.3024 1.2987
R1 1.2999 1.2999 1.2980 1.3012
PP 1.2950 1.2950 1.2950 1.2957
S1 1.2925 1.2925 1.2966 1.2938
S2 1.2876 1.2876 1.2959
S3 1.2802 1.2851 1.2953
S4 1.2728 1.2777 1.2932
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3448 1.3398 1.3154
R3 1.3315 1.3265 1.3118
R2 1.3182 1.3182 1.3105
R1 1.3132 1.3132 1.3093 1.3157
PP 1.3049 1.3049 1.3049 1.3062
S1 1.2999 1.2999 1.3069 1.3024
S2 1.2916 1.2916 1.3057
S3 1.2783 1.2866 1.3044
S4 1.2650 1.2733 1.3008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3100 1.2888 0.0212 1.6% 0.0053 0.4% 40% False False 8
10 1.3160 1.2888 0.0272 2.1% 0.0063 0.5% 31% False False 13
20 1.3320 1.2888 0.0432 3.3% 0.0059 0.5% 20% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3291
2.618 1.3170
1.618 1.3096
1.000 1.3050
0.618 1.3022
HIGH 1.2976
0.618 1.2948
0.500 1.2939
0.382 1.2930
LOW 1.2902
0.618 1.2856
1.000 1.2828
1.618 1.2782
2.618 1.2708
4.250 1.2588
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 1.2962 1.2964
PP 1.2950 1.2955
S1 1.2939 1.2946

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

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