CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 21-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	21-Apr-2014	Change	Change %	Previous Week
Open	1.3829	1.3815	-0.0014	-0.1%	1.3855
High	1.3860	1.3826	-0.0034	-0.2%	1.3860
Low	1.3810	1.3784	-0.0026	-0.2%	1.3789
Close	1.3815	1.3792	-0.0023	-0.2%	1.3815
Range	0.0050	0.0042	-0.0008	-16.0%	0.0071
ATR	0.0060	0.0059	-0.0001	-2.2%	0.0000
Volume	215	478	263	122.3%	1,692

Daily Pivots for day following 21-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3927	1.3901	1.3815
R3	1.3885	1.3859	1.3804
R2	1.3843	1.3843	1.3800
R1	1.3817	1.3817	1.3796	1.3809
PP	1.3801	1.3801	1.3801	1.3797
S1	1.3775	1.3775	1.3788	1.3767
S2	1.3759	1.3759	1.3784
S3	1.3717	1.3733	1.3780
S4	1.3675	1.3691	1.3769

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4034	1.3996	1.3854
R3	1.3963	1.3925	1.3835
R2	1.3892	1.3892	1.3828
R1	1.3854	1.3854	1.3822	1.3838
PP	1.3821	1.3821	1.3821	1.3813
S1	1.3783	1.3783	1.3808	1.3767
S2	1.3750	1.3750	1.3802
S3	1.3679	1.3712	1.3795
S4	1.3608	1.3641	1.3776

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3860	1.3784	0.0076	0.6%	0.0046	0.3%	11%	False	True	434
10	1.3901	1.3693	0.0208	1.5%	0.0051	0.4%	48%	False	False	489
20	1.3901	1.3669	0.0232	1.7%	0.0061	0.4%	53%	False	False	435
40	1.3965	1.3648	0.0317	2.3%	0.0060	0.4%	45%	False	False	319
60	1.3965	1.3488	0.0477	3.5%	0.0053	0.4%	64%	False	False	303
80	1.3965	1.3488	0.0477	3.5%	0.0047	0.3%	64%	False	False	232
100	1.3965	1.3488	0.0477	3.5%	0.0043	0.3%	64%	False	False	187
120	1.3965	1.3318	0.0647	4.7%	0.0040	0.3%	73%	False	False	156

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4005
2.618	1.3936
1.618	1.3894
1.000	1.3868
0.618	1.3852
HIGH	1.3826
0.618	1.3810
0.500	1.3805
0.382	1.3800
LOW	1.3784
0.618	1.3758
1.000	1.3742
1.618	1.3716
2.618	1.3674
4.250	1.3606

Fisher Pivots for day following 21-Apr-2014
Pivot	1 day	3 day
R1	1.3805	1.3822
PP	1.3801	1.3812
S1	1.3796	1.3802

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

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