CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	1.1279	1.1226	-0.0053	-0.5%	1.1393
High	1.1279	1.1280	0.0001	0.0%	1.1417
Low	1.1251	1.1219	-0.0032	-0.3%	1.1251
Close	1.1251	1.1243	-0.0008	-0.1%	1.1251
Range	0.0028	0.0061	0.0033	117.9%	0.0166
ATR	0.0067	0.0066	0.0000	-0.6%	0.0000
Volume	20	1	-19	-95.0%	40

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1430	1.1398	1.1277
R3	1.1369	1.1337	1.1260
R2	1.1308	1.1308	1.1254
R1	1.1276	1.1276	1.1249	1.1292
PP	1.1247	1.1247	1.1247	1.1256
S1	1.1215	1.1215	1.1237	1.1231
S2	1.1186	1.1186	1.1232
S3	1.1125	1.1154	1.1226
S4	1.1064	1.1093	1.1209

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	1.1219	0.0198	1.8%	0.0050	0.4%	12%	False	True	7
10	1.1477	1.1219	0.0258	2.3%	0.0045	0.4%	9%	False	True	5
20	1.1542	1.1219	0.0323	2.9%	0.0053	0.5%	7%	False	True	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1539
2.618	1.1440
1.618	1.1379
1.000	1.1341
0.618	1.1318
HIGH	1.1280
0.618	1.1257
0.500	1.1250
0.382	1.1242
LOW	1.1219
0.618	1.1181
1.000	1.1158
1.618	1.1120
2.618	1.1059
4.250	1.0960

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	1.1250	1.1304
PP	1.1247	1.1283
S1	1.1245	1.1263

Download as Excel Spreadsheet

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

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