CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	1.3753	1.3770	0.0017	0.1%	1.3732
High	1.3753	1.3770	0.0017	0.1%	1.3764
Low	1.3732	1.3720	-0.0012	-0.1%	1.3691
Close	1.3749	1.3740	-0.0009	-0.1%	1.3749
Range	0.0021	0.0050	0.0029	138.1%	0.0073
ATR	0.0044	0.0044	0.0000	1.0%	0.0000
Volume	20	2	-18	-90.0%	89

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3893	1.3867	1.3768
R3	1.3843	1.3817	1.3754
R2	1.3793	1.3793	1.3749
R1	1.3767	1.3767	1.3745	1.3755
PP	1.3743	1.3743	1.3743	1.3738
S1	1.3717	1.3717	1.3735	1.3705
S2	1.3693	1.3693	1.3731
S3	1.3643	1.3667	1.3726
S4	1.3593	1.3617	1.3713

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3954	1.3924	1.3789
R3	1.3881	1.3851	1.3769
R2	1.3808	1.3808	1.3762
R1	1.3778	1.3778	1.3756	1.3793
PP	1.3735	1.3735	1.3735	1.3742
S1	1.3705	1.3705	1.3742	1.3720
S2	1.3662	1.3662	1.3736
S3	1.3589	1.3632	1.3729
S4	1.3516	1.3559	1.3709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3770	1.3691	0.0079	0.6%	0.0032	0.2%	62%	True	False	18
10	1.3770	1.3567	0.0203	1.5%	0.0026	0.2%	85%	True	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3983
2.618	1.3901
1.618	1.3851
1.000	1.3820
0.618	1.3801
HIGH	1.3770
0.618	1.3751
0.500	1.3745
0.382	1.3739
LOW	1.3720
0.618	1.3689
1.000	1.3670
1.618	1.3639
2.618	1.3589
4.250	1.3508

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	1.3745	1.3737
PP	1.3743	1.3734
S1	1.3742	1.3731

Download as Excel Spreadsheet

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

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