CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 1.2807 1.2862 0.0055 0.4% 1.3050
High 1.2878 1.2862 -0.0016 -0.1% 1.3050
Low 1.2807 1.2843 0.0036 0.3% 1.2789
Close 1.2878 1.2843 -0.0035 -0.3% 1.2845
Range 0.0071 0.0019 -0.0052 -73.2% 0.0261
ATR 0.0077 0.0074 -0.0003 -3.9% 0.0000
Volume 50 4 -46 -92.0% 48
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.2906 1.2894 1.2853
R3 1.2887 1.2875 1.2848
R2 1.2868 1.2868 1.2846
R1 1.2856 1.2856 1.2845 1.2853
PP 1.2849 1.2849 1.2849 1.2848
S1 1.2837 1.2837 1.2841 1.2834
S2 1.2830 1.2830 1.2840
S3 1.2811 1.2818 1.2838
S4 1.2792 1.2799 1.2833
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 1.2884 1.2789 0.0095 0.7% 0.0046 0.4% 57% False False 17
10 1.3050 1.2789 0.0261 2.0% 0.0065 0.5% 21% False False 15
20 1.3160 1.2789 0.0371 2.9% 0.0061 0.5% 15% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2943
2.618 1.2912
1.618 1.2893
1.000 1.2881
0.618 1.2874
HIGH 1.2862
0.618 1.2855
0.500 1.2853
0.382 1.2850
LOW 1.2843
0.618 1.2831
1.000 1.2824
1.618 1.2812
2.618 1.2793
4.250 1.2762
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 1.2853 1.2840
PP 1.2849 1.2837
S1 1.2846 1.2834

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

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