CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 18-Apr-2013
Day Change Summary
Previous Current
17-Apr-2013 18-Apr-2013 Change Change % Previous Week
Open 1.3201 1.3061 -0.0140 -1.1% 1.3018
High 1.3209 1.3118 -0.0091 -0.7% 1.3154
Low 1.3037 1.3055 0.0018 0.1% 1.3009
Close 1.3038 1.3071 0.0033 0.3% 1.3103
Range 0.0172 0.0063 -0.0109 -63.4% 0.0145
ATR 0.0089 0.0088 -0.0001 -0.7% 0.0000
Volume 63 11 -52 -82.5% 83
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3270 1.3234 1.3106
R3 1.3207 1.3171 1.3088
R2 1.3144 1.3144 1.3083
R1 1.3108 1.3108 1.3077 1.3126
PP 1.3081 1.3081 1.3081 1.3091
S1 1.3045 1.3045 1.3065 1.3063
S2 1.3018 1.3018 1.3059
S3 1.2955 1.2982 1.3054
S4 1.2892 1.2919 1.3036
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 1.3214 1.3037 0.0177 1.4% 0.0097 0.7% 19% False False 26
10 1.3214 1.2933 0.0281 2.1% 0.0083 0.6% 49% False False 22
20 1.3214 1.2775 0.0439 3.4% 0.0079 0.6% 67% False False 18
40 1.3320 1.2775 0.0545 4.2% 0.0069 0.5% 54% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3386
2.618 1.3283
1.618 1.3220
1.000 1.3181
0.618 1.3157
HIGH 1.3118
0.618 1.3094
0.500 1.3087
0.382 1.3079
LOW 1.3055
0.618 1.3016
1.000 1.2992
1.618 1.2953
2.618 1.2890
4.250 1.2787
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 1.3087 1.3126
PP 1.3081 1.3107
S1 1.3076 1.3089

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

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