CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 15-Apr-2013

Day Change Summary
	Previous	Current
	12-Apr-2013	15-Apr-2013	Change	Change %	Previous Week
Open	1.3119	1.3101	-0.0018	-0.1%	1.3018
High	1.3150	1.3101	-0.0049	-0.4%	1.3154
Low	1.3093	1.3063	-0.0030	-0.2%	1.3009
Close	1.3103	1.3063	-0.0040	-0.3%	1.3103
Range	0.0057	0.0038	-0.0019	-33.3%	0.0145
ATR	0.0079	0.0076	-0.0003	-3.5%	0.0000
Volume	20	21	1	5.0%	83

Daily Pivots for day following 15-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3190	1.3164	1.3084
R3	1.3152	1.3126	1.3073
R2	1.3114	1.3114	1.3070
R1	1.3088	1.3088	1.3066	1.3082
PP	1.3076	1.3076	1.3076	1.3073
S1	1.3050	1.3050	1.3060	1.3044
S2	1.3038	1.3038	1.3056
S3	1.3000	1.3012	1.3053
S4	1.2962	1.2974	1.3042

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	1.3063	0.0091	0.7%	0.0053	0.4%	0%	False	True	12
10	1.3154	1.2775	0.0379	2.9%	0.0070	0.5%	76%	False	False	14
20	1.3154	1.2775	0.0379	2.9%	0.0069	0.5%	76%	False	False	15
40	1.3443	1.2775	0.0668	5.1%	0.0064	0.5%	43%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.3263
2.618	1.3200
1.618	1.3162
1.000	1.3139
0.618	1.3124
HIGH	1.3101
0.618	1.3086
0.500	1.3082
0.382	1.3078
LOW	1.3063
0.618	1.3040
1.000	1.3025
1.618	1.3002
2.618	1.2964
4.250	1.2902

Fisher Pivots for day following 15-Apr-2013
Pivot	1 day	3 day
R1	1.3082	1.3109
PP	1.3076	1.3093
S1	1.3069	1.3078

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols