CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 15-Nov-2013

Day Change Summary
	Previous	Current
	14-Nov-2013	15-Nov-2013	Change	Change %	Previous Week
Open	1.3464	1.3498	0.0034	0.3%	1.3414
High	1.3464	1.3498	0.0034	0.3%	1.3500
Low	1.3464	1.3498	0.0034	0.3%	1.3414
Close	1.3464	1.3498	0.0034	0.3%	1.3498
Range
ATR	0.0054	0.0052	-0.0001	-2.6%	0.0000
Volume	1	1	0	0.0%	23

Daily Pivots for day following 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3498	1.3498	1.3498
R3	1.3498	1.3498	1.3498
R2	1.3498	1.3498	1.3498
R1	1.3498	1.3498	1.3498	1.3498
PP	1.3498	1.3498	1.3498	1.3498
S1	1.3498	1.3498	1.3498	1.3498
S2	1.3498	1.3498	1.3498
S3	1.3498	1.3498	1.3498
S4	1.3498	1.3498	1.3498

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3729	1.3699	1.3545
R3	1.3643	1.3613	1.3522
R2	1.3557	1.3557	1.3514
R1	1.3527	1.3527	1.3506	1.3542
PP	1.3471	1.3471	1.3471	1.3478
S1	1.3441	1.3441	1.3490	1.3456
S2	1.3385	1.3385	1.3482
S3	1.3299	1.3355	1.3474
S4	1.3213	1.3269	1.3451

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3500	1.3414	0.0086	0.6%	0.0005	0.0%	98%	False	False	4
10	1.3530	1.3318	0.0212	1.6%	0.0026	0.2%	85%	False	False	5

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	0.0001

Fibonacci Retracements and Extensions
4.250	1.3498
2.618	1.3498
1.618	1.3498
1.000	1.3498
0.618	1.3498
HIGH	1.3498
0.618	1.3498
0.500	1.3498
0.382	1.3498
LOW	1.3498
0.618	1.3498
1.000	1.3498
1.618	1.3498
2.618	1.3498
4.250	1.3498

Fisher Pivots for day following 15-Nov-2013
Pivot	1 day	3 day
R1	1.3498	1.3493
PP	1.3498	1.3487
S1	1.3498	1.3482

Download as Excel Spreadsheet

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

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