CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	1.3721	1.3749	0.0028	0.2%	1.3732
High	1.3746	1.3749	0.0003	0.0%	1.3764
Low	1.3721	1.3688	-0.0033	-0.2%	1.3691
Close	1.3746	1.3688	-0.0058	-0.4%	1.3749
Range	0.0025	0.0061	0.0036	144.0%	0.0073
ATR	0.0043	0.0044	0.0001	3.0%	0.0000
Volume	38	60	22	57.9%	89

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3891	1.3851	1.3722
R3	1.3830	1.3790	1.3705
R2	1.3769	1.3769	1.3699
R1	1.3729	1.3729	1.3694	1.3719
PP	1.3708	1.3708	1.3708	1.3703
S1	1.3668	1.3668	1.3682	1.3658
S2	1.3647	1.3647	1.3677
S3	1.3586	1.3607	1.3671
S4	1.3525	1.3546	1.3654

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	1.3688	0.0082	0.6%	0.0039	0.3%	0%	False	True	26
10	1.3770	1.3567	0.0203	1.5%	0.0033	0.2%	60%	False	False	28
20	1.3770	1.3493	0.0277	2.0%	0.0033	0.2%	70%	False	False	43

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 9 trading days

Fibonacci Retracements and Extensions
4.250	1.4008
2.618	1.3909
1.618	1.3848
1.000	1.3810
0.618	1.3787
HIGH	1.3749
0.618	1.3726
0.500	1.3719
0.382	1.3711
LOW	1.3688
0.618	1.3650
1.000	1.3627
1.618	1.3589
2.618	1.3528
4.250	1.3429

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	1.3719	1.3729
PP	1.3708	1.3715
S1	1.3698	1.3702

Download as Excel Spreadsheet

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

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