CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	1.1837	1.1900	0.0063	0.5%	1.1960
High	1.1876	1.1900	0.0024	0.2%	1.2003
Low	1.1819	1.1820	0.0001	0.0%	1.1800
Close	1.1876	1.1874	-0.0002	0.0%	1.1876
Range	0.0057	0.0080	0.0023	40.4%	0.0203
ATR	0.0071	0.0072	0.0001	0.9%	0.0000
Volume	123	158	35	28.5%	426

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2105	1.2069	1.1918
R3	1.2025	1.1989	1.1896
R2	1.1945	1.1945	1.1889
R1	1.1909	1.1909	1.1881	1.1887
PP	1.1865	1.1865	1.1865	1.1854
S1	1.1829	1.1829	1.1867	1.1807
S2	1.1785	1.1785	1.1859
S3	1.1705	1.1749	1.1852
S4	1.1625	1.1669	1.1830

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2502	1.2392	1.1988
R3	1.2299	1.2189	1.1932
R2	1.2096	1.2096	1.1913
R1	1.1986	1.1986	1.1895	1.1940
PP	1.1893	1.1893	1.1893	1.1870
S1	1.1783	1.1783	1.1857	1.1737
S2	1.1690	1.1690	1.1839
S3	1.1487	1.1580	1.1820
S4	1.1284	1.1377	1.1764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2000	1.1800	0.0200	1.7%	0.0073	0.6%	37%	False	False	106
10	1.2243	1.1800	0.0443	3.7%	0.0064	0.5%	17%	False	False	70
20	1.2564	1.1800	0.0764	6.4%	0.0055	0.5%	10%	False	False	43
40	1.2610	1.1800	0.0810	6.8%	0.0046	0.4%	9%	False	False	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.2240
2.618	1.2109
1.618	1.2029
1.000	1.1980
0.618	1.1949
HIGH	1.1900
0.618	1.1869
0.500	1.1860
0.382	1.1851
LOW	1.1820
0.618	1.1771
1.000	1.1740
1.618	1.1691
2.618	1.1611
4.250	1.1480

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	1.1869	1.1866
PP	1.1865	1.1858
S1	1.1860	1.1850

Download as Excel Spreadsheet

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

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