CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 16-Apr-2014

Day Change Summary
	Previous	Current
	15-Apr-2014	16-Apr-2014	Change	Change %	Previous Week
Open	1.3795	1.3843	0.0048	0.3%	1.3708
High	1.3810	1.3843	0.0033	0.2%	1.3900
Low	1.3795	1.3809	0.0014	0.1%	1.3708
Close	1.3807	1.3817	0.0010	0.1%	1.3883
Range	0.0015	0.0034	0.0019	126.7%	0.0192
ATR	0.0046	0.0045	-0.0001	-1.5%	0.0000
Volume	11	64	53	481.8%	93

Daily Pivots for day following 16-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3925	1.3905	1.3836
R3	1.3891	1.3871	1.3826
R2	1.3857	1.3857	1.3823
R1	1.3837	1.3837	1.3820	1.3830
PP	1.3823	1.3823	1.3823	1.3820
S1	1.3803	1.3803	1.3814	1.3796
S2	1.3789	1.3789	1.3811
S3	1.3755	1.3769	1.3808
S4	1.3721	1.3735	1.3798

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4406	1.4337	1.3989
R3	1.4214	1.4145	1.3936
R2	1.4022	1.4022	1.3918
R1	1.3953	1.3953	1.3901	1.3988
PP	1.3830	1.3830	1.3830	1.3848
S1	1.3761	1.3761	1.3865	1.3796
S2	1.3638	1.3638	1.3848
S3	1.3446	1.3569	1.3830
S4	1.3254	1.3377	1.3777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3900	1.3795	0.0105	0.8%	0.0014	0.1%	21%	False	False	21
10	1.3900	1.3689	0.0211	1.5%	0.0032	0.2%	61%	False	False	19
20	1.3900	1.3689	0.0211	1.5%	0.0033	0.2%	61%	False	False	31
40	1.3947	1.3688	0.0259	1.9%	0.0029	0.2%	50%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3988
2.618	1.3932
1.618	1.3898
1.000	1.3877
0.618	1.3864
HIGH	1.3843
0.618	1.3830
0.500	1.3826
0.382	1.3822
LOW	1.3809
0.618	1.3788
1.000	1.3775
1.618	1.3754
2.618	1.3720
4.250	1.3665

Fisher Pivots for day following 16-Apr-2014
Pivot	1 day	3 day
R1	1.3826	1.3819
PP	1.3823	1.3818
S1	1.3820	1.3818

Download as Excel Spreadsheet

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

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