CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	1.0559	1.0672	0.0113	1.1%	1.0879
High	1.0706	1.0680	-0.0026	-0.2%	1.0916
Low	1.0559	1.0520	-0.0039	-0.4%	1.0520
Close	1.0650	1.0524	-0.0126	-1.2%	1.0524
Range	0.0147	0.0160	0.0013	8.8%	0.0396
ATR	0.0091	0.0096	0.0005	5.4%	0.0000
Volume	86	47	-39	-45.3%	260

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1055	1.0949	1.0612
R3	1.0895	1.0789	1.0568
R2	1.0735	1.0735	1.0553
R1	1.0629	1.0629	1.0539	1.0602
PP	1.0575	1.0575	1.0575	1.0561
S1	1.0469	1.0469	1.0509	1.0442
S2	1.0415	1.0415	1.0495
S3	1.0255	1.0309	1.0480
S4	1.0095	1.0149	1.0436

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1841	1.1579	1.0742
R3	1.1445	1.1183	1.0633
R2	1.1049	1.1049	1.0597
R1	1.0787	1.0787	1.0560	1.0720
PP	1.0653	1.0653	1.0653	1.0620
S1	1.0391	1.0391	1.0488	1.0324
S2	1.0257	1.0257	1.0451
S3	0.9861	0.9995	1.0415
S4	0.9465	0.9599	1.0306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0916	1.0520	0.0396	3.8%	0.0111	1.1%	1%	False	True	52
10	1.1280	1.0520	0.0760	7.2%	0.0099	0.9%	1%	False	True	32
20	1.1477	1.0520	0.0957	9.1%	0.0070	0.7%	0%	False	True	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1360
2.618	1.1099
1.618	1.0939
1.000	1.0840
0.618	1.0779
HIGH	1.0680
0.618	1.0619
0.500	1.0600
0.382	1.0581
LOW	1.0520
0.618	1.0421
1.000	1.0360
1.618	1.0261
2.618	1.0101
4.250	0.9840

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	1.0600	1.0623
PP	1.0575	1.0590
S1	1.0549	1.0557

Download as Excel Spreadsheet

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

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