CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 14-Oct-2015

Day Change Summary
	Previous	Current
	13-Oct-2015	14-Oct-2015	Change	Change %	Previous Week
Open	1.1403	1.1488	0.0085	0.7%	1.1276
High	1.1457	1.1536	0.0079	0.7%	1.1433
Low	1.1400	1.1438	0.0038	0.3%	1.1232
Close	1.1439	1.1532	0.0093	0.8%	1.1421
Range	0.0057	0.0098	0.0041	71.9%	0.0201
ATR	0.0089	0.0090	0.0001	0.7%	0.0000
Volume	6	7	1	16.7%	311

Daily Pivots for day following 14-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1796	1.1762	1.1586
R3	1.1698	1.1664	1.1559
R2	1.1600	1.1600	1.1550
R1	1.1566	1.1566	1.1541	1.1583
PP	1.1502	1.1502	1.1502	1.1511
S1	1.1468	1.1468	1.1523	1.1485
S2	1.1404	1.1404	1.1514
S3	1.1306	1.1370	1.1505
S4	1.1208	1.1272	1.1478

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1965	1.1894	1.1532
R3	1.1764	1.1693	1.1476
R2	1.1563	1.1563	1.1458
R1	1.1492	1.1492	1.1439	1.1528
PP	1.1362	1.1362	1.1362	1.1380
S1	1.1291	1.1291	1.1403	1.1327
S2	1.1161	1.1161	1.1384
S3	1.0960	1.1090	1.1366
S4	1.0759	1.0889	1.1310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1536	1.1292	0.0244	2.1%	0.0075	0.7%	98%	True	False	8
10	1.1536	1.1208	0.0328	2.8%	0.0084	0.7%	99%	True	False	38
20	1.1536	1.1172	0.0364	3.2%	0.0095	0.8%	99%	True	False	30

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	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1953
2.618	1.1793
1.618	1.1695
1.000	1.1634
0.618	1.1597
HIGH	1.1536
0.618	1.1499
0.500	1.1487
0.382	1.1475
LOW	1.1438
0.618	1.1377
1.000	1.1340
1.618	1.1279
2.618	1.1181
4.250	1.1022

Fisher Pivots for day following 14-Oct-2015
Pivot	1 day	3 day
R1	1.1517	1.1511
PP	1.1502	1.1489
S1	1.1487	1.1468

Download as Excel Spreadsheet

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

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