CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 1.3098 1.3055 -0.0043 -0.3% 1.3101
High 1.3098 1.3055 -0.0043 -0.3% 1.3214
Low 1.3014 1.3036 0.0022 0.2% 1.3037
Close 1.3014 1.3046 0.0032 0.2% 1.3084
Range 0.0084 0.0019 -0.0065 -77.4% 0.0177
ATR 0.0081 0.0078 -0.0003 -3.5% 0.0000
Volume 22 28 6 27.3% 121
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3103 1.3093 1.3056
R3 1.3084 1.3074 1.3051
R2 1.3065 1.3065 1.3049
R1 1.3055 1.3055 1.3048 1.3051
PP 1.3046 1.3046 1.3046 1.3043
S1 1.3036 1.3036 1.3044 1.3032
S2 1.3027 1.3027 1.3043
S3 1.3008 1.3017 1.3041
S4 1.2989 1.2998 1.3036
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 1.3137 1.3014 0.0123 0.9% 0.0044 0.3% 26% False False 16
10 1.3214 1.3014 0.0200 1.5% 0.0070 0.5% 16% False False 20
20 1.3214 1.2775 0.0439 3.4% 0.0073 0.6% 62% False False 19
40 1.3214 1.2775 0.0439 3.4% 0.0065 0.5% 62% False False 16
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3136
2.618 1.3105
1.618 1.3086
1.000 1.3074
0.618 1.3067
HIGH 1.3055
0.618 1.3048
0.500 1.3046
0.382 1.3043
LOW 1.3036
0.618 1.3024
1.000 1.3017
1.618 1.3005
2.618 1.2986
4.250 1.2955
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 1.3046 1.3056
PP 1.3046 1.3053
S1 1.3046 1.3049

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

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