CME Euro FX (E) Future December 2015

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

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	1.0986	1.1029	0.0043	0.4%	1.0553
High	1.1045	1.1100	0.0055	0.5%	1.1040
Low	1.0969	1.0920	-0.0049	-0.4%	1.0553
Close	1.1010	1.0920	-0.0090	-0.8%	1.0861
Range	0.0076	0.0180	0.0104	136.8%	0.0487
ATR	0.0128	0.0132	0.0004	2.9%	0.0000
Volume	11	24	13	118.2%	223

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1520	1.1400	1.1019
R3	1.1340	1.1220	1.0970
R2	1.1160	1.1160	1.0953
R1	1.1040	1.1040	1.0937	1.1010
PP	1.0980	1.0980	1.0980	1.0965
S1	1.0860	1.0860	1.0904	1.0830
S2	1.0800	1.0800	1.0887
S3	1.0620	1.0680	1.0871
S4	1.0440	1.0500	1.0821

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2279	1.2057	1.1129
R3	1.1792	1.1570	1.0995
R2	1.1305	1.1305	1.0950
R1	1.1083	1.1083	1.0906	1.1194
PP	1.0818	1.0818	1.0818	1.0874
S1	1.0596	1.0596	1.0816	1.0707
S2	1.0331	1.0331	1.0772
S3	0.9844	1.0109	1.0727
S4	0.9357	0.9622	1.0593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1100	1.0714	0.0386	3.5%	0.0134	1.2%	53%	True	False	29
10	1.1100	1.0520	0.0580	5.3%	0.0166	1.5%	69%	True	False	38
20	1.1280	1.0520	0.0760	7.0%	0.0126	1.2%	53%	False	False	34
40	1.1542	1.0520	0.1022	9.4%	0.0090	0.8%	39%	False	False	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1865
2.618	1.1571
1.618	1.1391
1.000	1.1280
0.618	1.1211
HIGH	1.1100
0.618	1.1031
0.500	1.1010
0.382	1.0989
LOW	1.0920
0.618	1.0809
1.000	1.0740
1.618	1.0629
2.618	1.0449
4.250	1.0155

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	1.1010	1.1010
PP	1.0980	1.0980
S1	1.0950	1.0950

Download as Excel Spreadsheet

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

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