CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 04-Dec-2013

Day Change Summary
	Previous	Current
	03-Dec-2013	04-Dec-2013	Change	Change %	Previous Week
Open	1.3546	1.3596	0.0050	0.4%	1.3522
High	1.3598	1.3612	0.0014	0.1%	1.3611
Low	1.3546	1.3594	0.0048	0.4%	1.3522
Close	1.3598	1.3594	-0.0004	0.0%	1.3595
Range	0.0052	0.0018	-0.0034	-65.4%	0.0089
ATR	0.0051	0.0049	-0.0002	-4.6%	0.0000
Volume	2	1	-1	-50.0%	7

Daily Pivots for day following 04-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3654	1.3642	1.3604
R3	1.3636	1.3624	1.3599
R2	1.3618	1.3618	1.3597
R1	1.3606	1.3606	1.3596	1.3603
PP	1.3600	1.3600	1.3600	1.3599
S1	1.3588	1.3588	1.3592	1.3585
S2	1.3582	1.3582	1.3591
S3	1.3564	1.3570	1.3589
S4	1.3546	1.3552	1.3584

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3843	1.3808	1.3644
R3	1.3754	1.3719	1.3619
R2	1.3665	1.3665	1.3611
R1	1.3630	1.3630	1.3603	1.3648
PP	1.3576	1.3576	1.3576	1.3585
S1	1.3541	1.3541	1.3587	1.3559
S2	1.3487	1.3487	1.3579
S3	1.3398	1.3452	1.3571
S4	1.3309	1.3363	1.3546

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3612	1.3546	0.0066	0.5%	0.0024	0.2%	73%	True	False	3
10	1.3612	1.3429	0.0183	1.3%	0.0018	0.1%	90%	True	False	2
20	1.3612	1.3318	0.0294	2.2%	0.0024	0.2%	94%	True	False	3

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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3689
2.618	1.3659
1.618	1.3641
1.000	1.3630
0.618	1.3623
HIGH	1.3612
0.618	1.3605
0.500	1.3603
0.382	1.3601
LOW	1.3594
0.618	1.3583
1.000	1.3576
1.618	1.3565
2.618	1.3547
4.250	1.3518

Fisher Pivots for day following 04-Dec-2013
Pivot	1 day	3 day
R1	1.3603	1.3589
PP	1.3600	1.3584
S1	1.3597	1.3579

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

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