CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 10-Dec-2014

Day Change Summary
	Previous	Current
	09-Dec-2014	10-Dec-2014	Change	Change %	Previous Week
Open	1.2408	1.2431	0.0023	0.2%	1.2538
High	1.2413	1.2474	0.0061	0.5%	1.2538
Low	1.2408	1.2430	0.0022	0.2%	1.2321
Close	1.2413	1.2474	0.0061	0.5%	1.2324
Range	0.0005	0.0044	0.0039	780.0%	0.0217
ATR	0.0072	0.0071	-0.0001	-1.1%	0.0000
Volume	3	1	-2	-66.7%	8

Daily Pivots for day following 10-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2591	1.2577	1.2498
R3	1.2547	1.2533	1.2486
R2	1.2503	1.2503	1.2482
R1	1.2489	1.2489	1.2478	1.2496
PP	1.2459	1.2459	1.2459	1.2463
S1	1.2445	1.2445	1.2470	1.2452
S2	1.2415	1.2415	1.2466
S3	1.2371	1.2401	1.2462
S4	1.2327	1.2357	1.2450

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3045	1.2902	1.2443
R3	1.2828	1.2685	1.2384
R2	1.2611	1.2611	1.2364
R1	1.2468	1.2468	1.2344	1.2431
PP	1.2394	1.2394	1.2394	1.2376
S1	1.2251	1.2251	1.2304	1.2214
S2	1.2177	1.2177	1.2284
S3	1.1960	1.2034	1.2264
S4	1.1743	1.1817	1.2205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2500	1.2296	0.0204	1.6%	0.0056	0.4%	87%	False	False	2
10	1.2549	1.2296	0.0253	2.0%	0.0033	0.3%	70%	False	False	2
20	1.2610	1.2296	0.0314	2.5%	0.0037	0.3%	57%	False	False	3

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	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2661
2.618	1.2589
1.618	1.2545
1.000	1.2518
0.618	1.2501
HIGH	1.2474
0.618	1.2457
0.500	1.2452
0.382	1.2447
LOW	1.2430
0.618	1.2403
1.000	1.2386
1.618	1.2359
2.618	1.2315
4.250	1.2243

Fisher Pivots for day following 10-Dec-2014
Pivot	1 day	3 day
R1	1.2467	1.2444
PP	1.2459	1.2415
S1	1.2452	1.2385

Download as Excel Spreadsheet

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

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