CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 26-Feb-2015

Day Change Summary
	Previous	Current
	25-Feb-2015	26-Feb-2015	Change	Change %	Previous Week
Open	1.1402	1.1388	-0.0014	-0.1%	1.1467
High	1.1417	1.1388	-0.0029	-0.3%	1.1477
Low	1.1402	1.1254	-0.0148	-1.3%	1.1380
Close	1.1417	1.1254	-0.0163	-1.4%	1.1458
Range	0.0015	0.0134	0.0119	793.3%	0.0097
ATR	0.0062	0.0070	0.0007	11.5%	0.0000
Volume	10	4	-6	-60.0%	17

Daily Pivots for day following 26-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1701	1.1611	1.1328
R3	1.1567	1.1477	1.1291
R2	1.1433	1.1433	1.1279
R1	1.1343	1.1343	1.1266	1.1321
PP	1.1299	1.1299	1.1299	1.1288
S1	1.1209	1.1209	1.1242	1.1187
S2	1.1165	1.1165	1.1229
S3	1.1031	1.1075	1.1217
S4	1.0897	1.0941	1.1180

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1729	1.1691	1.1511
R3	1.1632	1.1594	1.1485
R2	1.1535	1.1535	1.1476
R1	1.1497	1.1497	1.1467	1.1468
PP	1.1438	1.1438	1.1438	1.1424
S1	1.1400	1.1400	1.1449	1.1371
S2	1.1341	1.1341	1.1440
S3	1.1244	1.1303	1.1431
S4	1.1147	1.1206	1.1405

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1477	1.1254	0.0223	2.0%	0.0052	0.5%	0%	False	True	4
10	1.1477	1.1254	0.0223	2.0%	0.0048	0.4%	0%	False	True	17
20	1.1542	1.1254	0.0288	2.6%	0.0053	0.5%	0%	False	True	12

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	0.0004
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.1958
2.618	1.1739
1.618	1.1605
1.000	1.1522
0.618	1.1471
HIGH	1.1388
0.618	1.1337
0.500	1.1321
0.382	1.1305
LOW	1.1254
0.618	1.1171
1.000	1.1120
1.618	1.1037
2.618	1.0903
4.250	1.0685

Fisher Pivots for day following 26-Feb-2015
Pivot	1 day	3 day
R1	1.1321	1.1336
PP	1.1299	1.1308
S1	1.1276	1.1281

Download as Excel Spreadsheet

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

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