CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	1.3710	1.3701	-0.0009	-0.1%	1.3625
High	1.3710	1.3701	-0.0009	-0.1%	1.3661
Low	1.3710	1.3695	-0.0015	-0.1%	1.3611
Close	1.3710	1.3695	-0.0015	-0.1%	1.3661
Range	0.0000	0.0006	0.0006		0.0050
ATR	0.0036	0.0034	-0.0001	-4.1%	0.0000
Volume	2	2	0	0.0%	23

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3715	1.3711	1.3698
R3	1.3709	1.3705	1.3697
R2	1.3703	1.3703	1.3696
R1	1.3699	1.3699	1.3696	1.3698
PP	1.3697	1.3697	1.3697	1.3697
S1	1.3693	1.3693	1.3694	1.3692
S2	1.3691	1.3691	1.3694
S3	1.3685	1.3687	1.3693
S4	1.3679	1.3681	1.3692

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3794	1.3778	1.3689
R3	1.3744	1.3728	1.3675
R2	1.3694	1.3694	1.3670
R1	1.3678	1.3678	1.3666	1.3686
PP	1.3644	1.3644	1.3644	1.3649
S1	1.3628	1.3628	1.3656	1.3636
S2	1.3594	1.3594	1.3652
S3	1.3544	1.3578	1.3647
S4	1.3494	1.3528	1.3634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3710	1.3623	0.0087	0.6%	0.0010	0.1%	83%	False	False	2
10	1.3710	1.3576	0.0134	1.0%	0.0011	0.1%	89%	False	False	17
20	1.3710	1.3530	0.0180	1.3%	0.0023	0.2%	92%	False	False	10
40	1.3989	1.3530	0.0459	3.4%	0.0026	0.2%	36%	False	False	12

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	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3727
2.618	1.3717
1.618	1.3711
1.000	1.3707
0.618	1.3705
HIGH	1.3701
0.618	1.3699
0.500	1.3698
0.382	1.3697
LOW	1.3695
0.618	1.3691
1.000	1.3689
1.618	1.3685
2.618	1.3679
4.250	1.3670

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	1.3698	1.3687
PP	1.3697	1.3679
S1	1.3696	1.3671

Download as Excel Spreadsheet

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

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