CME Euro FX (E) Future June 2015

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

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	1.3421	1.3386	-0.0035	-0.3%	1.3421
High	1.3421	1.3386	-0.0035	-0.3%	1.3430
Low	1.3421	1.3386	-0.0035	-0.3%	1.3382
Close	1.3421	1.3386	-0.0035	-0.3%	1.3421
Range
ATR
Volume	2	20	18	900.0%	15

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3386	1.3386	1.3386
R3	1.3386	1.3386	1.3386
R2	1.3386	1.3386	1.3386
R1	1.3386	1.3386	1.3386	1.3386
PP	1.3386	1.3386	1.3386	1.3386
S1	1.3386	1.3386	1.3386	1.3386
S2	1.3386	1.3386	1.3386
S3	1.3386	1.3386	1.3386
S4	1.3386	1.3386	1.3386

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3555	1.3536	1.3447
R3	1.3507	1.3488	1.3434
R2	1.3459	1.3459	1.3430
R1	1.3440	1.3440	1.3425	1.3445
PP	1.3411	1.3411	1.3411	1.3414
S1	1.3392	1.3392	1.3417	1.3397
S2	1.3363	1.3363	1.3412
S3	1.3315	1.3344	1.3408
S4	1.3267	1.3296	1.3395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3430	1.3382	0.0048	0.4%	0.0009	0.1%	8%	False	False	6
10	1.3434	1.3381	0.0053	0.4%	0.0008	0.1%	9%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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

Fibonacci Retracements and Extensions
4.250	1.3386
2.618	1.3386
1.618	1.3386
1.000	1.3386
0.618	1.3386
HIGH	1.3386
0.618	1.3386
0.500	1.3386
0.382	1.3386
LOW	1.3386
0.618	1.3386
1.000	1.3386
1.618	1.3386
2.618	1.3386
4.250	1.3386

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	1.3386	1.3402
PP	1.3386	1.3396
S1	1.3386	1.3391

Download as Excel Spreadsheet

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

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