CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 1.2957 1.3018 0.0061 0.5% 1.2807
High 1.3050 1.3063 0.0013 0.1% 1.3050
Low 1.2933 1.3009 0.0076 0.6% 1.2775
Close 1.3038 1.3028 -0.0010 -0.1% 1.3038
Range 0.0117 0.0054 -0.0063 -53.8% 0.0275
ATR 0.0083 0.0081 -0.0002 -2.5% 0.0000
Volume 33 42 9 27.3% 93
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3195 1.3166 1.3058
R3 1.3141 1.3112 1.3043
R2 1.3087 1.3087 1.3038
R1 1.3058 1.3058 1.3033 1.3073
PP 1.3033 1.3033 1.3033 1.3041
S1 1.3004 1.3004 1.3023 1.3019
S2 1.2979 1.2979 1.3018
S3 1.2925 1.2950 1.3013
S4 1.2871 1.2896 1.2998
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3779 1.3684 1.3189
R3 1.3504 1.3409 1.3114
R2 1.3229 1.3229 1.3088
R1 1.3134 1.3134 1.3063 1.3182
PP 1.2954 1.2954 1.2954 1.2978
S1 1.2859 1.2859 1.3013 1.2907
S2 1.2679 1.2679 1.2988
S3 1.2404 1.2584 1.2962
S4 1.2129 1.2309 1.2887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3063 1.2775 0.0288 2.2% 0.0086 0.7% 88% True False 17
10 1.3063 1.2775 0.0288 2.2% 0.0083 0.6% 88% True False 18
20 1.3100 1.2775 0.0325 2.5% 0.0067 0.5% 78% False False 17
40 1.3488 1.2775 0.0713 5.5% 0.0060 0.5% 35% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3293
2.618 1.3204
1.618 1.3150
1.000 1.3117
0.618 1.3096
HIGH 1.3063
0.618 1.3042
0.500 1.3036
0.382 1.3030
LOW 1.3009
0.618 1.2976
1.000 1.2955
1.618 1.2922
2.618 1.2868
4.250 1.2780
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 1.3036 1.2992
PP 1.3033 1.2955
S1 1.3031 1.2919

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

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