CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 1.2820 1.2860 0.0040 0.3% 1.3050
High 1.2873 1.2964 0.0091 0.7% 1.3050
Low 1.2820 1.2775 -0.0045 -0.4% 1.2789
Close 1.2873 1.2964 0.0091 0.7% 1.2845
Range 0.0053 0.0189 0.0136 256.6% 0.0261
ATR 0.0072 0.0081 0.0008 11.5% 0.0000
Volume 1 5 4 400.0% 48
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3468 1.3405 1.3068
R3 1.3279 1.3216 1.3016
R2 1.3090 1.3090 1.2999
R1 1.3027 1.3027 1.2981 1.3059
PP 1.2901 1.2901 1.2901 1.2917
S1 1.2838 1.2838 1.2947 1.2870
S2 1.2712 1.2712 1.2929
S3 1.2523 1.2649 1.2912
S4 1.2334 1.2460 1.2860
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 1.2964 1.2775 0.0189 1.5% 0.0078 0.6% 100% True True 16
10 1.3050 1.2775 0.0275 2.1% 0.0076 0.6% 69% False True 15
20 1.3160 1.2775 0.0385 3.0% 0.0069 0.5% 49% False True 14
40 1.3595 1.2775 0.0820 6.3% 0.0060 0.5% 23% False True 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1.3767
2.618 1.3459
1.618 1.3270
1.000 1.3153
0.618 1.3081
HIGH 1.2964
0.618 1.2892
0.500 1.2870
0.382 1.2847
LOW 1.2775
0.618 1.2658
1.000 1.2586
1.618 1.2469
2.618 1.2280
4.250 1.1972
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 1.2933 1.2933
PP 1.2901 1.2901
S1 1.2870 1.2870

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

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