CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 23-Apr-2014

Day Change Summary
	Previous	Current
	22-Apr-2014	23-Apr-2014	Change	Change %	Previous Week
Open	1.3791	1.3815	0.0024	0.2%	1.3813
High	1.3798	1.3849	0.0051	0.4%	1.3859
Low	1.3790	1.3805	0.0015	0.1%	1.3795
Close	1.3798	1.3810	0.0012	0.1%	1.3814
Range	0.0008	0.0044	0.0036	450.0%	0.0064
ATR	0.0041	0.0042	0.0001	1.7%	0.0000
Volume	3	8	5	166.7%	85

Daily Pivots for day following 23-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3953	1.3926	1.3834
R3	1.3909	1.3882	1.3822
R2	1.3865	1.3865	1.3818
R1	1.3838	1.3838	1.3814	1.3830
PP	1.3821	1.3821	1.3821	1.3817
S1	1.3794	1.3794	1.3806	1.3786
S2	1.3777	1.3777	1.3802
S3	1.3733	1.3750	1.3798
S4	1.3689	1.3706	1.3786

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4015	1.3978	1.3849
R3	1.3951	1.3914	1.3832
R2	1.3887	1.3887	1.3826
R1	1.3850	1.3850	1.3820	1.3869
PP	1.3823	1.3823	1.3823	1.3832
S1	1.3786	1.3786	1.3808	1.3805
S2	1.3759	1.3759	1.3802
S3	1.3695	1.3722	1.3796
S4	1.3631	1.3658	1.3779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3859	1.3790	0.0069	0.5%	0.0027	0.2%	29%	False	False	19
10	1.3900	1.3780	0.0120	0.9%	0.0024	0.2%	25%	False	False	15
20	1.3900	1.3689	0.0211	1.5%	0.0028	0.2%	57%	False	False	28
40	1.3947	1.3688	0.0259	1.9%	0.0028	0.2%	47%	False	False	21

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	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4036
2.618	1.3964
1.618	1.3920
1.000	1.3893
0.618	1.3876
HIGH	1.3849
0.618	1.3832
0.500	1.3827
0.382	1.3822
LOW	1.3805
0.618	1.3778
1.000	1.3761
1.618	1.3734
2.618	1.3690
4.250	1.3618

Fisher Pivots for day following 23-Apr-2014
Pivot	1 day	3 day
R1	1.3827	1.3820
PP	1.3821	1.3816
S1	1.3816	1.3813

Download as Excel Spreadsheet

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

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