CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 15-Jul-2014

Day Change Summary
	Previous	Current
	14-Jul-2014	15-Jul-2014	Change	Change %	Previous Week
Open	1.3634	1.3606	-0.0028	-0.2%	1.3611
High	1.3637	1.3606	-0.0031	-0.2%	1.3664
Low	1.3623	1.3579	-0.0044	-0.3%	1.3605
Close	1.3635	1.3583	-0.0052	-0.4%	1.3625
Range	0.0014	0.0027	0.0013	92.9%	0.0059
ATR	0.0031	0.0033	0.0002	5.8%	0.0000
Volume	7	19	12	171.4%	226

Daily Pivots for day following 15-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3670	1.3654	1.3598
R3	1.3643	1.3627	1.3590
R2	1.3616	1.3616	1.3588
R1	1.3600	1.3600	1.3585	1.3595
PP	1.3589	1.3589	1.3589	1.3587
S1	1.3573	1.3573	1.3581	1.3568
S2	1.3562	1.3562	1.3578
S3	1.3535	1.3546	1.3576
S4	1.3508	1.3519	1.3568

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3808	1.3776	1.3657
R3	1.3749	1.3717	1.3641
R2	1.3690	1.3690	1.3636
R1	1.3658	1.3658	1.3630	1.3674
PP	1.3631	1.3631	1.3631	1.3640
S1	1.3599	1.3599	1.3620	1.3615
S2	1.3572	1.3572	1.3614
S3	1.3513	1.3540	1.3609
S4	1.3454	1.3481	1.3593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3664	1.3579	0.0085	0.6%	0.0026	0.2%	5%	False	True	17
10	1.3701	1.3579	0.0122	0.9%	0.0024	0.2%	3%	False	True	30
20	1.3710	1.3561	0.0149	1.1%	0.0019	0.1%	15%	False	False	23
40	1.3735	1.3530	0.0205	1.5%	0.0021	0.2%	26%	False	False	16

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	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3721
2.618	1.3677
1.618	1.3650
1.000	1.3633
0.618	1.3623
HIGH	1.3606
0.618	1.3596
0.500	1.3593
0.382	1.3589
LOW	1.3579
0.618	1.3562
1.000	1.3552
1.618	1.3535
2.618	1.3508
4.250	1.3464

Fisher Pivots for day following 15-Jul-2014
Pivot	1 day	3 day
R1	1.3593	1.3608
PP	1.3589	1.3600
S1	1.3586	1.3591

Download as Excel Spreadsheet

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

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