CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 14-Jan-2015

Day Change Summary
	Previous	Current
	13-Jan-2015	14-Jan-2015	Change	Change %	Previous Week
Open	1.1850	1.1811	-0.0039	-0.3%	1.1960
High	1.1850	1.1877	0.0027	0.2%	1.2003
Low	1.1794	1.1778	-0.0016	-0.1%	1.1800
Close	1.1798	1.1809	0.0011	0.1%	1.1876
Range	0.0056	0.0099	0.0043	76.8%	0.0203
ATR	0.0072	0.0074	0.0002	2.6%	0.0000
Volume	24	68	44	183.3%	426

Daily Pivots for day following 14-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2118	1.2063	1.1863
R3	1.2019	1.1964	1.1836
R2	1.1920	1.1920	1.1827
R1	1.1865	1.1865	1.1818	1.1843
PP	1.1821	1.1821	1.1821	1.1811
S1	1.1766	1.1766	1.1800	1.1744
S2	1.1722	1.1722	1.1791
S3	1.1623	1.1667	1.1782
S4	1.1524	1.1568	1.1755

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	1.1900	1.1778	0.0122	1.0%	0.0074	0.6%	25%	False	True	83
10	1.2184	1.1778	0.0406	3.4%	0.0070	0.6%	8%	False	True	75
20	1.2564	1.1778	0.0786	6.7%	0.0060	0.5%	4%	False	True	46
40	1.2610	1.1778	0.0832	7.0%	0.0048	0.4%	4%	False	True	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.2298
2.618	1.2136
1.618	1.2037
1.000	1.1976
0.618	1.1938
HIGH	1.1877
0.618	1.1839
0.500	1.1828
0.382	1.1816
LOW	1.1778
0.618	1.1717
1.000	1.1679
1.618	1.1618
2.618	1.1519
4.250	1.1357

Fisher Pivots for day following 14-Jan-2015
Pivot	1 day	3 day
R1	1.1828	1.1839
PP	1.1821	1.1829
S1	1.1815	1.1819

Download as Excel Spreadsheet

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

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