CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 08-Jan-2015

Day Change Summary
	Previous	Current
	07-Jan-2015	08-Jan-2015	Change	Change %	Previous Week
Open	1.1902	1.1876	-0.0026	-0.2%	1.2215
High	1.1918	1.1876	-0.0042	-0.4%	1.2243
Low	1.1843	1.1800	-0.0043	-0.4%	1.2042
Close	1.1886	1.1819	-0.0067	-0.6%	1.2042
Range	0.0075	0.0076	0.0001	1.3%	0.0201
ATR	0.0071	0.0072	0.0001	1.5%	0.0000
Volume	100	44	-56	-56.0%	117

Daily Pivots for day following 08-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2060	1.2015	1.1861
R3	1.1984	1.1939	1.1840
R2	1.1908	1.1908	1.1833
R1	1.1863	1.1863	1.1826	1.1848
PP	1.1832	1.1832	1.1832	1.1824
S1	1.1787	1.1787	1.1812	1.1772
S2	1.1756	1.1756	1.1805
S3	1.1680	1.1711	1.1798
S4	1.1604	1.1635	1.1777

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2712	1.2578	1.2153
R3	1.2511	1.2377	1.2097
R2	1.2310	1.2310	1.2079
R1	1.2176	1.2176	1.2060	1.2143
PP	1.2109	1.2109	1.2109	1.2092
S1	1.1975	1.1975	1.2024	1.1942
S2	1.1908	1.1908	1.2005
S3	1.1707	1.1774	1.1987
S4	1.1506	1.1573	1.1931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2099	1.1800	0.0299	2.5%	0.0071	0.6%	6%	False	True	61
10	1.2251	1.1800	0.0451	3.8%	0.0057	0.5%	4%	False	True	43
20	1.2564	1.1800	0.0764	6.5%	0.0053	0.5%	2%	False	True	29
40	1.2610	1.1800	0.0810	6.9%	0.0044	0.4%	2%	False	True	16

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2199
2.618	1.2075
1.618	1.1999
1.000	1.1952
0.618	1.1923
HIGH	1.1876
0.618	1.1847
0.500	1.1838
0.382	1.1829
LOW	1.1800
0.618	1.1753
1.000	1.1724
1.618	1.1677
2.618	1.1601
4.250	1.1477

Fisher Pivots for day following 08-Jan-2015
Pivot	1 day	3 day
R1	1.1838	1.1900
PP	1.1832	1.1873
S1	1.1825	1.1846

Download as Excel Spreadsheet

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

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