CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	1.3711	1.3741	0.0030	0.2%	1.3553
High	1.3742	1.3764	0.0022	0.2%	1.3698
Low	1.3711	1.3723	0.0012	0.1%	1.3546
Close	1.3742	1.3763	0.0021	0.2%	1.3698
Range	0.0031	0.0041	0.0010	32.3%	0.0152
ATR	0.0051	0.0050	-0.0001	-1.4%	0.0000
Volume	3	1	-2	-66.7%	22

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3873	1.3859	1.3786
R3	1.3832	1.3818	1.3774
R2	1.3791	1.3791	1.3771
R1	1.3777	1.3777	1.3767	1.3784
PP	1.3750	1.3750	1.3750	1.3754
S1	1.3736	1.3736	1.3759	1.3743
S2	1.3709	1.3709	1.3755
S3	1.3668	1.3695	1.3752
S4	1.3627	1.3654	1.3740

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.4103	1.4053	1.3782
R3	1.3951	1.3901	1.3740
R2	1.3799	1.3799	1.3726
R1	1.3749	1.3749	1.3712	1.3774
PP	1.3647	1.3647	1.3647	1.3660
S1	1.3597	1.3597	1.3684	1.3622
S2	1.3495	1.3495	1.3670
S3	1.3343	1.3445	1.3656
S4	1.3191	1.3293	1.3614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3764	1.3576	0.0188	1.4%	0.0046	0.3%	99%	True	False	3
10	1.3764	1.3546	0.0218	1.6%	0.0036	0.3%	100%	True	False	3
20	1.3764	1.3429	0.0335	2.4%	0.0023	0.2%	100%	True	False	2

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	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3938
2.618	1.3871
1.618	1.3830
1.000	1.3805
0.618	1.3789
HIGH	1.3764
0.618	1.3748
0.500	1.3744
0.382	1.3739
LOW	1.3723
0.618	1.3698
1.000	1.3682
1.618	1.3657
2.618	1.3616
4.250	1.3549

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	1.3757	1.3746
PP	1.3750	1.3729
S1	1.3744	1.3713

Download as Excel Spreadsheet

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

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