CME Euro FX (E) Future June 2014

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	1.3357	1.3435	0.0078	0.6%	1.3328
High	1.3357	1.3435	0.0078	0.6%	1.3363
Low	1.3357	1.3435	0.0078	0.6%	1.3275
Close	1.3357	1.3435	0.0078	0.6%	1.3350
Range
ATR	0.0042	0.0045	0.0003	6.0%	0.0000
Volume	1	1	0	0.0%	20

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3435	1.3435	1.3435
R3	1.3435	1.3435	1.3435
R2	1.3435	1.3435	1.3435
R1	1.3435	1.3435	1.3435	1.3435
PP	1.3435	1.3435	1.3435	1.3435
S1	1.3435	1.3435	1.3435	1.3435
S2	1.3435	1.3435	1.3435
S3	1.3435	1.3435	1.3435
S4	1.3435	1.3435	1.3435

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3593	1.3560	1.3398
R3	1.3505	1.3472	1.3374
R2	1.3417	1.3417	1.3366
R1	1.3384	1.3384	1.3358	1.3401
PP	1.3329	1.3329	1.3329	1.3338
S1	1.3296	1.3296	1.3342	1.3313
S2	1.3241	1.3241	1.3334
S3	1.3153	1.3208	1.3326
S4	1.3065	1.3120	1.3302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3435	1.3275	0.0160	1.2%	0.0002	0.0%	100%	True	False	2
10	1.3435	1.3275	0.0160	1.2%	0.0001	0.0%	100%	True	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	0.0000

Fibonacci Retracements and Extensions
4.250	1.3435
2.618	1.3435
1.618	1.3435
1.000	1.3435
0.618	1.3435
HIGH	1.3435
0.618	1.3435
0.500	1.3435
0.382	1.3435
LOW	1.3435
0.618	1.3435
1.000	1.3435
1.618	1.3435
2.618	1.3435
4.250	1.3435

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	1.3435	1.3419
PP	1.3435	1.3403
S1	1.3435	1.3388

Download as Excel Spreadsheet

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

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