CME Euro FX (E) Future June 2014

Trading Metrics calculated at close of trading on 09-Aug-2013

Day Change Summary
	Previous	Current
	08-Aug-2013	09-Aug-2013	Change	Change %	Previous Week
Open	1.3407	1.3357	-0.0050	-0.4%	1.3294
High	1.3407	1.3357	-0.0050	-0.4%	1.3407
Low	1.3407	1.3357	-0.0050	-0.4%	1.3279
Close	1.3407	1.3357	-0.0050	-0.4%	1.3357
Range
ATR
Volume	4	4	0	0.0%	18

Daily Pivots for day following 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3357	1.3357	1.3357
R3	1.3357	1.3357	1.3357
R2	1.3357	1.3357	1.3357
R1	1.3357	1.3357	1.3357	1.3357
PP	1.3357	1.3357	1.3357	1.3357
S1	1.3357	1.3357	1.3357	1.3357
S2	1.3357	1.3357	1.3357
S3	1.3357	1.3357	1.3357
S4	1.3357	1.3357	1.3357

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3732	1.3672	1.3427
R3	1.3604	1.3544	1.3392
R2	1.3476	1.3476	1.3380
R1	1.3416	1.3416	1.3369	1.3446
PP	1.3348	1.3348	1.3348	1.3363
S1	1.3288	1.3288	1.3345	1.3318
S2	1.3220	1.3220	1.3334
S3	1.3092	1.3160	1.3322
S4	1.2964	1.3032	1.3287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3407	1.3279	0.0128	1.0%	0.0003	0.0%	61%	False	False	3
10	1.3407	1.3232	0.0175	1.3%	0.0013	0.1%	71%	False	False	3

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	0.0002

Fibonacci Retracements and Extensions
4.250	1.3357
2.618	1.3357
1.618	1.3357
1.000	1.3357
0.618	1.3357
HIGH	1.3357
0.618	1.3357
0.500	1.3357
0.382	1.3357
LOW	1.3357
0.618	1.3357
1.000	1.3357
1.618	1.3357
2.618	1.3357
4.250	1.3357

Fisher Pivots for day following 09-Aug-2013
Pivot	1 day	3 day
R1	1.3357	1.3379
PP	1.3357	1.3371
S1	1.3357	1.3364

Download as Excel Spreadsheet

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

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