CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	1.3536	1.3549	0.0013	0.1%	1.3634
High	1.3541	1.3549	0.0008	0.1%	1.3637
Low	1.3535	1.3520	-0.0015	-0.1%	1.3520
Close	1.3541	1.3539	-0.0002	0.0%	1.3539
Range	0.0006	0.0029	0.0023	383.3%	0.0117
ATR	0.0032	0.0031	0.0000	-0.6%	0.0000
Volume	30	60	30	100.0%	163

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3623	1.3610	1.3555
R3	1.3594	1.3581	1.3547
R2	1.3565	1.3565	1.3544
R1	1.3552	1.3552	1.3542	1.3544
PP	1.3536	1.3536	1.3536	1.3532
S1	1.3523	1.3523	1.3536	1.3515
S2	1.3507	1.3507	1.3534
S3	1.3478	1.3494	1.3531
S4	1.3449	1.3465	1.3523

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3916	1.3845	1.3603
R3	1.3799	1.3728	1.3571
R2	1.3682	1.3682	1.3560
R1	1.3611	1.3611	1.3550	1.3588
PP	1.3565	1.3565	1.3565	1.3554
S1	1.3494	1.3494	1.3528	1.3471
S2	1.3448	1.3448	1.3518
S3	1.3331	1.3377	1.3507
S4	1.3214	1.3260	1.3475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3637	1.3520	0.0117	0.9%	0.0017	0.1%	16%	False	True	32
10	1.3664	1.3520	0.0144	1.1%	0.0020	0.1%	13%	False	True	38
20	1.3710	1.3520	0.0190	1.4%	0.0017	0.1%	10%	False	True	30
40	1.3710	1.3520	0.0190	1.4%	0.0021	0.2%	10%	False	True	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3672
2.618	1.3625
1.618	1.3596
1.000	1.3578
0.618	1.3567
HIGH	1.3549
0.618	1.3538
0.500	1.3535
0.382	1.3531
LOW	1.3520
0.618	1.3502
1.000	1.3491
1.618	1.3473
2.618	1.3444
4.250	1.3397

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	1.3538	1.3538
PP	1.3536	1.3536
S1	1.3535	1.3535

Download as Excel Spreadsheet

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

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