CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 1.2791 1.2807 0.0016 0.1% 1.3050
High 1.2845 1.2878 0.0033 0.3% 1.3050
Low 1.2789 1.2807 0.0018 0.1% 1.2789
Close 1.2845 1.2878 0.0033 0.3% 1.2845
Range 0.0056 0.0071 0.0015 26.8% 0.0261
ATR 0.0077 0.0077 0.0000 -0.6% 0.0000
Volume 23 50 27 117.4% 48
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3067 1.3044 1.2917
R3 1.2996 1.2973 1.2898
R2 1.2925 1.2925 1.2891
R1 1.2902 1.2902 1.2885 1.2914
PP 1.2854 1.2854 1.2854 1.2860
S1 1.2831 1.2831 1.2871 1.2843
S2 1.2783 1.2783 1.2865
S3 1.2712 1.2760 1.2858
S4 1.2641 1.2689 1.2839
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3678 1.3522 1.2989
R3 1.3417 1.3261 1.2917
R2 1.3156 1.3156 1.2893
R1 1.3000 1.3000 1.2869 1.2948
PP 1.2895 1.2895 1.2895 1.2868
S1 1.2739 1.2739 1.2821 1.2687
S2 1.2634 1.2634 1.2797
S3 1.2373 1.2478 1.2773
S4 1.2112 1.2217 1.2701
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3050 1.2789 0.0261 2.0% 0.0079 0.6% 34% False False 19
10 1.3050 1.2789 0.0261 2.0% 0.0069 0.5% 34% False False 16
20 1.3160 1.2789 0.0371 2.9% 0.0062 0.5% 24% False False 16
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3180
2.618 1.3064
1.618 1.2993
1.000 1.2949
0.618 1.2922
HIGH 1.2878
0.618 1.2851
0.500 1.2843
0.382 1.2834
LOW 1.2807
0.618 1.2763
1.000 1.2736
1.618 1.2692
2.618 1.2621
4.250 1.2505
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 1.2866 1.2863
PP 1.2854 1.2848
S1 1.2843 1.2834

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

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