CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	1.1388	1.1279	-0.0109	-1.0%	1.1393
High	1.1388	1.1279	-0.0109	-1.0%	1.1417
Low	1.1254	1.1251	-0.0003	0.0%	1.1251
Close	1.1254	1.1251	-0.0003	0.0%	1.1251
Range	0.0134	0.0028	-0.0106	-79.1%	0.0166
ATR	0.0070	0.0067	-0.0003	-4.3%	0.0000
Volume	4	20	16	400.0%	40

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1344	1.1326	1.1266
R3	1.1316	1.1298	1.1259
R2	1.1288	1.1288	1.1256
R1	1.1270	1.1270	1.1254	1.1265
PP	1.1260	1.1260	1.1260	1.1258
S1	1.1242	1.1242	1.1248	1.1237
S2	1.1232	1.1232	1.1246
S3	1.1204	1.1214	1.1243
S4	1.1176	1.1186	1.1236

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1804	1.1694	1.1342
R3	1.1638	1.1528	1.1297
R2	1.1472	1.1472	1.1281
R1	1.1362	1.1362	1.1266	1.1334
PP	1.1306	1.1306	1.1306	1.1293
S1	1.1196	1.1196	1.1236	1.1168
S2	1.1140	1.1140	1.1221
S3	1.0974	1.1030	1.1205
S4	1.0808	1.0864	1.1160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1417	1.1251	0.0166	1.5%	0.0038	0.3%	0%	False	True	8
10	1.1477	1.1251	0.0226	2.0%	0.0041	0.4%	0%	False	True	18
20	1.1542	1.1251	0.0291	2.6%	0.0052	0.5%	0%	False	True	12

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1398
2.618	1.1352
1.618	1.1324
1.000	1.1307
0.618	1.1296
HIGH	1.1279
0.618	1.1268
0.500	1.1265
0.382	1.1262
LOW	1.1251
0.618	1.1234
1.000	1.1223
1.618	1.1206
2.618	1.1178
4.250	1.1132

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	1.1265	1.1334
PP	1.1260	1.1306
S1	1.1256	1.1279

Download as Excel Spreadsheet

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

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