CME Euro FX (E) Future September 2015

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

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	1.2469	1.2538	0.0069	0.6%	1.2469
High	1.2469	1.2538	0.0069	0.6%	1.2549
Low	1.2469	1.2493	0.0024	0.2%	1.2447
Close	1.2469	1.2512	0.0043	0.3%	1.2469
Range	0.0000	0.0045	0.0045		0.0102
ATR	0.0065	0.0065	0.0000	0.4%	0.0000
Volume	1	1	0	0.0%	6

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2649	1.2626	1.2537
R3	1.2604	1.2581	1.2524
R2	1.2559	1.2559	1.2520
R1	1.2536	1.2536	1.2516	1.2525
PP	1.2514	1.2514	1.2514	1.2509
S1	1.2491	1.2491	1.2508	1.2480
S2	1.2469	1.2469	1.2504
S3	1.2424	1.2446	1.2500
S4	1.2379	1.2401	1.2487

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2794	1.2734	1.2525
R3	1.2692	1.2632	1.2497
R2	1.2590	1.2590	1.2488
R1	1.2530	1.2530	1.2478	1.2520
PP	1.2488	1.2488	1.2488	1.2484
S1	1.2428	1.2428	1.2460	1.2418
S2	1.2386	1.2386	1.2450
S3	1.2284	1.2326	1.2441
S4	1.2182	1.2224	1.2413

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2549	1.2447	0.0102	0.8%	0.0021	0.2%	64%	False	False	1
10	1.2610	1.2422	0.0188	1.5%	0.0032	0.3%	48%	False	False	3
20	1.2612	1.2420	0.0192	1.5%	0.0042	0.3%	48%	False	False	3

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	1.2729
2.618	1.2656
1.618	1.2611
1.000	1.2583
0.618	1.2566
HIGH	1.2538
0.618	1.2521
0.500	1.2516
0.382	1.2510
LOW	1.2493
0.618	1.2465
1.000	1.2448
1.618	1.2420
2.618	1.2375
4.250	1.2302

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	1.2516	1.2511
PP	1.2514	1.2510
S1	1.2513	1.2509

Download as Excel Spreadsheet

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

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