CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 1.3100 1.3119 0.0019 0.1% 1.3018
High 1.3154 1.3150 -0.0004 0.0% 1.3154
Low 1.3100 1.3093 -0.0007 -0.1% 1.3009
Close 1.3135 1.3103 -0.0032 -0.2% 1.3103
Range 0.0054 0.0057 0.0003 5.6% 0.0145
ATR 0.0081 0.0079 -0.0002 -2.1% 0.0000
Volume 6 20 14 233.3% 83
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3286 1.3252 1.3134
R3 1.3229 1.3195 1.3119
R2 1.3172 1.3172 1.3113
R1 1.3138 1.3138 1.3108 1.3127
PP 1.3115 1.3115 1.3115 1.3110
S1 1.3081 1.3081 1.3098 1.3070
S2 1.3058 1.3058 1.3093
S3 1.3001 1.3024 1.3087
S4 1.2944 1.2967 1.3072
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3524 1.3458 1.3183
R3 1.3379 1.3313 1.3143
R2 1.3234 1.3234 1.3130
R1 1.3168 1.3168 1.3116 1.3201
PP 1.3089 1.3089 1.3089 1.3105
S1 1.3023 1.3023 1.3090 1.3056
S2 1.2944 1.2944 1.3076
S3 1.2799 1.2878 1.3063
S4 1.2654 1.2733 1.3023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3154 1.3009 0.0145 1.1% 0.0057 0.4% 65% False False 16
10 1.3154 1.2775 0.0379 2.9% 0.0073 0.6% 87% False False 17
20 1.3154 1.2775 0.0379 2.9% 0.0070 0.5% 87% False False 14
40 1.3443 1.2775 0.0668 5.1% 0.0063 0.5% 49% False False 12
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3392
2.618 1.3299
1.618 1.3242
1.000 1.3207
0.618 1.3185
HIGH 1.3150
0.618 1.3128
0.500 1.3122
0.382 1.3115
LOW 1.3093
0.618 1.3058
1.000 1.3036
1.618 1.3001
2.618 1.2944
4.250 1.2851
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 1.3122 1.3118
PP 1.3115 1.3113
S1 1.3109 1.3108

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

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