CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	1.2251	1.2215	-0.0036	-0.3%	1.2255
High	1.2251	1.2243	-0.0008	-0.1%	1.2293
Low	1.2214	1.2192	-0.0022	-0.2%	1.2207
Close	1.2214	1.2193	-0.0021	-0.2%	1.2214
Range	0.0037	0.0051	0.0014	37.8%	0.0086
ATR	0.0065	0.0064	-0.0001	-1.5%	0.0000
Volume	14	3	-11	-78.6%	48

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2362	1.2329	1.2221
R3	1.2311	1.2278	1.2207
R2	1.2260	1.2260	1.2202
R1	1.2227	1.2227	1.2198	1.2218
PP	1.2209	1.2209	1.2209	1.2205
S1	1.2176	1.2176	1.2188	1.2167
S2	1.2158	1.2158	1.2184
S3	1.2107	1.2125	1.2179
S4	1.2056	1.2074	1.2165

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2496	1.2441	1.2261
R3	1.2410	1.2355	1.2238
R2	1.2324	1.2324	1.2230
R1	1.2269	1.2269	1.2222	1.2254
PP	1.2238	1.2238	1.2238	1.2230
S1	1.2183	1.2183	1.2206	1.2168
S2	1.2152	1.2152	1.2198
S3	1.2066	1.2097	1.2190
S4	1.1980	1.2011	1.2167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2293	1.2192	0.0101	0.8%	0.0032	0.3%	1%	False	True	10
10	1.2564	1.2192	0.0372	3.1%	0.0049	0.4%	0%	False	True	16
20	1.2564	1.2192	0.0372	3.1%	0.0045	0.4%	0%	False	True	9
40	1.2612	1.2192	0.0420	3.4%	0.0043	0.4%	0%	False	True	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2460
2.618	1.2377
1.618	1.2326
1.000	1.2294
0.618	1.2275
HIGH	1.2243
0.618	1.2224
0.500	1.2218
0.382	1.2211
LOW	1.2192
0.618	1.2160
1.000	1.2141
1.618	1.2109
2.618	1.2058
4.250	1.1975

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	1.2218	1.2222
PP	1.2209	1.2212
S1	1.2201	1.2203

Download as Excel Spreadsheet

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

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