CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 30-Dec-2013

Day Change Summary
	Previous	Current
	27-Dec-2013	30-Dec-2013	Change	Change %	Previous Week
Open	1.3805	1.3820	0.0015	0.1%	1.3693
High	1.3805	1.3820	0.0015	0.1%	1.3805
Low	1.3738	1.3807	0.0069	0.5%	1.3662
Close	1.3738	1.3807	0.0069	0.5%	1.3738
Range	0.0067	0.0013	-0.0054	-80.6%	0.0143
ATR	0.0047	0.0050	0.0002	5.2%	0.0000
Volume	3	4	1	33.3%	12

Daily Pivots for day following 30-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3850	1.3842	1.3814
R3	1.3837	1.3829	1.3811
R2	1.3824	1.3824	1.3809
R1	1.3816	1.3816	1.3808	1.3814
PP	1.3811	1.3811	1.3811	1.3810
S1	1.3803	1.3803	1.3806	1.3801
S2	1.3798	1.3798	1.3805
S3	1.3785	1.3790	1.3803
S4	1.3772	1.3777	1.3800

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.4164	1.4094	1.3817
R3	1.4021	1.3951	1.3777
R2	1.3878	1.3878	1.3764
R1	1.3808	1.3808	1.3751	1.3843
PP	1.3735	1.3735	1.3735	1.3753
S1	1.3665	1.3665	1.3725	1.3700
S2	1.3592	1.3592	1.3712
S3	1.3449	1.3522	1.3699
S4	1.3306	1.3379	1.3659

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3820	1.3662	0.0158	1.1%	0.0020	0.1%	92%	True	False	3
10	1.3820	1.3660	0.0160	1.2%	0.0024	0.2%	92%	True	False	7
20	1.3820	1.3546	0.0274	2.0%	0.0029	0.2%	95%	True	False	7
40	1.3820	1.3318	0.0502	3.6%	0.0026	0.2%	97%	True	False	5

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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3875
2.618	1.3854
1.618	1.3841
1.000	1.3833
0.618	1.3828
HIGH	1.3820
0.618	1.3815
0.500	1.3814
0.382	1.3812
LOW	1.3807
0.618	1.3799
1.000	1.3794
1.618	1.3786
2.618	1.3773
4.250	1.3752

Fisher Pivots for day following 30-Dec-2013
Pivot	1 day	3 day
R1	1.3814	1.3791
PP	1.3811	1.3774
S1	1.3809	1.3758

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

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