CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 1.3137 1.3084 -0.0053 -0.4% 1.3101
High 1.3137 1.3084 -0.0053 -0.4% 1.3214
Low 1.3084 1.3082 -0.0002 0.0% 1.3037
Close 1.3084 1.3082 -0.0002 0.0% 1.3084
Range 0.0053 0.0002 -0.0051 -96.2% 0.0177
ATR 0.0086 0.0080 -0.0006 -7.0% 0.0000
Volume 11 9 -2 -18.2% 121
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3089 1.3087 1.3083
R3 1.3087 1.3085 1.3083
R2 1.3085 1.3085 1.3082
R1 1.3083 1.3083 1.3082 1.3083
PP 1.3083 1.3083 1.3083 1.3083
S1 1.3081 1.3081 1.3082 1.3081
S2 1.3081 1.3081 1.3082
S3 1.3079 1.3079 1.3081
S4 1.3077 1.3077 1.3081
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3643 1.3540 1.3181
R3 1.3466 1.3363 1.3133
R2 1.3289 1.3289 1.3116
R1 1.3186 1.3186 1.3100 1.3149
PP 1.3112 1.3112 1.3112 1.3093
S1 1.3009 1.3009 1.3068 1.2972
S2 1.2935 1.2935 1.3052
S3 1.2758 1.2832 1.3035
S4 1.2581 1.2655 1.2987
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% 0.0089 0.7% 25% False False 21
10 1.3214 1.3037 0.0177 1.4% 0.0071 0.5% 25% False False 17
20 1.3214 1.2775 0.0439 3.4% 0.0077 0.6% 70% False False 17
40 1.3320 1.2775 0.0545 4.2% 0.0067 0.5% 56% False False 15
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 0.0008
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.3093
2.618 1.3089
1.618 1.3087
1.000 1.3086
0.618 1.3085
HIGH 1.3084
0.618 1.3083
0.500 1.3083
0.382 1.3083
LOW 1.3082
0.618 1.3081
1.000 1.3080
1.618 1.3079
2.618 1.3077
4.250 1.3074
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 1.3083 1.3096
PP 1.3083 1.3091
S1 1.3082 1.3087

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

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