CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 16-Jan-2015

Day Change Summary
	Previous	Current
	15-Jan-2015	16-Jan-2015	Change	Change %	Previous Week
Open	1.1777	1.1674	-0.0103	-0.9%	1.1900
High	1.1777	1.1677	-0.0100	-0.8%	1.1900
Low	1.1632	1.1500	-0.0132	-1.1%	1.1500
Close	1.1651	1.1619	-0.0032	-0.3%	1.1619
Range	0.0145	0.0177	0.0032	22.1%	0.0400
ATR	0.0082	0.0088	0.0007	8.3%	0.0000
Volume	49	158	109	222.4%	457

Daily Pivots for day following 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2130	1.2051	1.1716
R3	1.1953	1.1874	1.1668
R2	1.1776	1.1776	1.1651
R1	1.1697	1.1697	1.1635	1.1648
PP	1.1599	1.1599	1.1599	1.1574
S1	1.1520	1.1520	1.1603	1.1471
S2	1.1422	1.1422	1.1587
S3	1.1245	1.1343	1.1570
S4	1.1068	1.1166	1.1522

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2873	1.2646	1.1839
R3	1.2473	1.2246	1.1729
R2	1.2073	1.2073	1.1692
R1	1.1846	1.1846	1.1656	1.1760
PP	1.1673	1.1673	1.1673	1.1630
S1	1.1446	1.1446	1.1582	1.1360
S2	1.1273	1.1273	1.1546
S3	1.0873	1.1046	1.1509
S4	1.0473	1.0646	1.1399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1900	1.1500	0.0400	3.4%	0.0111	1.0%	30%	False	True	91
10	1.2003	1.1500	0.0503	4.3%	0.0091	0.8%	24%	False	True	88
20	1.2360	1.1500	0.0860	7.4%	0.0067	0.6%	14%	False	True	54
40	1.2610	1.1500	0.1110	9.6%	0.0054	0.5%	11%	False	True	30

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 58 trading days

Fibonacci Retracements and Extensions
4.250	1.2429
2.618	1.2140
1.618	1.1963
1.000	1.1854
0.618	1.1786
HIGH	1.1677
0.618	1.1609
0.500	1.1589
0.382	1.1568
LOW	1.1500
0.618	1.1391
1.000	1.1323
1.618	1.1214
2.618	1.1037
4.250	1.0748

Fisher Pivots for day following 16-Jan-2015
Pivot	1 day	3 day
R1	1.1609	1.1689
PP	1.1599	1.1665
S1	1.1589	1.1642

Download as Excel Spreadsheet

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

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