CME Euro FX (E) Future September 2015

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

Day Change Summary
	Previous	Current
	12-Dec-2014	15-Dec-2014	Change	Change %	Previous Week
Open	1.2475	1.2456	-0.0019	-0.2%	1.2304
High	1.2490	1.2493	0.0003	0.0%	1.2490
Low	1.2475	1.2456	-0.0019	-0.2%	1.2296
Close	1.2484	1.2470	-0.0014	-0.1%	1.2484
Range	0.0015	0.0037	0.0022	146.7%	0.0194
ATR	0.0071	0.0069	-0.0002	-3.4%	0.0000
Volume	2	22	20	1,000.0%	14

Daily Pivots for day following 15-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2584	1.2564	1.2490
R3	1.2547	1.2527	1.2480
R2	1.2510	1.2510	1.2477
R1	1.2490	1.2490	1.2473	1.2500
PP	1.2473	1.2473	1.2473	1.2478
S1	1.2453	1.2453	1.2467	1.2463
S2	1.2436	1.2436	1.2463
S3	1.2399	1.2416	1.2460
S4	1.2362	1.2379	1.2450

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3005	1.2939	1.2591
R3	1.2811	1.2745	1.2537
R2	1.2617	1.2617	1.2520
R1	1.2551	1.2551	1.2502	1.2584
PP	1.2423	1.2423	1.2423	1.2440
S1	1.2357	1.2357	1.2466	1.2390
S2	1.2229	1.2229	1.2448
S3	1.2035	1.2163	1.2431
S4	1.1841	1.1969	1.2377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2493	1.2408	0.0085	0.7%	0.0034	0.3%	73%	True	False	6
10	1.2500	1.2296	0.0204	1.6%	0.0040	0.3%	85%	False	False	4
20	1.2610	1.2296	0.0314	2.5%	0.0036	0.3%	55%	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	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2650
2.618	1.2590
1.618	1.2553
1.000	1.2530
0.618	1.2516
HIGH	1.2493
0.618	1.2479
0.500	1.2475
0.382	1.2470
LOW	1.2456
0.618	1.2433
1.000	1.2419
1.618	1.2396
2.618	1.2359
4.250	1.2299

Fisher Pivots for day following 15-Dec-2014
Pivot	1 day	3 day
R1	1.2475	1.2465
PP	1.2473	1.2460
S1	1.2472	1.2456

Download as Excel Spreadsheet

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

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