CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	1.2932	1.2873	-0.0059	-0.5%	1.3001
High	1.2932	1.2873	-0.0059	-0.5%	1.3001
Low	1.2932	1.2873	-0.0059	-0.5%	1.2863
Close	1.2932	1.2873	-0.0059	-0.5%	1.2863
Range
ATR
Volume	1	1	0	0.0%	14

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.2873	1.2873	1.2873
R3	1.2873	1.2873	1.2873
R2	1.2873	1.2873	1.2873
R1	1.2873	1.2873	1.2873	1.2873
PP	1.2873	1.2873	1.2873	1.2873
S1	1.2873	1.2873	1.2873	1.2873
S2	1.2873	1.2873	1.2873
S3	1.2873	1.2873	1.2873
S4	1.2873	1.2873	1.2873

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3323	1.3231	1.2939
R3	1.3185	1.3093	1.2901
R2	1.3047	1.3047	1.2888
R1	1.2955	1.2955	1.2876	1.2932
PP	1.2909	1.2909	1.2909	1.2898
S1	1.2817	1.2817	1.2850	1.2794
S2	1.2771	1.2771	1.2838
S3	1.2633	1.2679	1.2825
S4	1.2495	1.2541	1.2787

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2939	1.2863	0.0076	0.6%	0.0000	0.0%	13%	False	False	2
10	1.3150	1.2863	0.0287	2.2%	0.0015	0.1%	3%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.2873
2.618	1.2873
1.618	1.2873
1.000	1.2873
0.618	1.2873
HIGH	1.2873
0.618	1.2873
0.500	1.2873
0.382	1.2873
LOW	1.2873
0.618	1.2873
1.000	1.2873
1.618	1.2873
2.618	1.2873
4.250	1.2873

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	1.2873	1.2903
PP	1.2873	1.2893
S1	1.2873	1.2883

Download as Excel Spreadsheet

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

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