CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 1.3105 1.3156 0.0051 0.4% 1.3090
High 1.3105 1.3206 0.0101 0.8% 1.3250
Low 1.3105 1.3156 0.0051 0.4% 1.3070
Close 1.3105 1.3178 0.0073 0.6% 1.3132
Range 0.0000 0.0050 0.0050 0.0180
ATR 0.0073 0.0075 0.0002 2.8% 0.0000
Volume 9 9 0 0.0% 122
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 1.3330 1.3304 1.3206
R3 1.3280 1.3254 1.3192
R2 1.3230 1.3230 1.3187
R1 1.3204 1.3204 1.3183 1.3217
PP 1.3180 1.3180 1.3180 1.3187
S1 1.3154 1.3154 1.3173 1.3167
S2 1.3130 1.3130 1.3169
S3 1.3080 1.3104 1.3164
S4 1.3030 1.3054 1.3151
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.3691 1.3591 1.3231
R3 1.3511 1.3411 1.3182
R2 1.3331 1.3331 1.3165
R1 1.3231 1.3231 1.3149 1.3281
PP 1.3151 1.3151 1.3151 1.3176
S1 1.3051 1.3051 1.3116 1.3101
S2 1.2971 1.2971 1.3099
S3 1.2791 1.2871 1.3083
S4 1.2611 1.2691 1.3033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3234 1.3070 0.0164 1.2% 0.0056 0.4% 66% False False 24
10 1.3250 1.3025 0.0225 1.7% 0.0058 0.4% 68% False False 18
20 1.3250 1.3014 0.0236 1.8% 0.0064 0.5% 69% False False 19
40 1.3250 1.2775 0.0475 3.6% 0.0068 0.5% 85% False False 17
60 1.3488 1.2775 0.0713 5.4% 0.0062 0.5% 57% False False 14
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3419
2.618 1.3337
1.618 1.3287
1.000 1.3256
0.618 1.3237
HIGH 1.3206
0.618 1.3187
0.500 1.3181
0.382 1.3175
LOW 1.3156
0.618 1.3125
1.000 1.3106
1.618 1.3075
2.618 1.3025
4.250 1.2944
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 1.3181 1.3170
PP 1.3180 1.3161
S1 1.3179 1.3153

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

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