CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	1.2538	1.2409	-0.0129	-1.0%	1.2469
High	1.2538	1.2415	-0.0123	-1.0%	1.2549
Low	1.2493	1.2409	-0.0084	-0.7%	1.2447
Close	1.2512	1.2415	-0.0097	-0.8%	1.2469
Range	0.0045	0.0006	-0.0039	-86.7%	0.0102
ATR	0.0065	0.0068	0.0003	4.1%	0.0000
Volume	1	2	1	100.0%	6

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2431	1.2429	1.2418
R3	1.2425	1.2423	1.2417
R2	1.2419	1.2419	1.2416
R1	1.2417	1.2417	1.2416	1.2418
PP	1.2413	1.2413	1.2413	1.2414
S1	1.2411	1.2411	1.2414	1.2412
S2	1.2407	1.2407	1.2414
S3	1.2401	1.2405	1.2413
S4	1.2395	1.2399	1.2412

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2794	1.2734	1.2525
R3	1.2692	1.2632	1.2497
R2	1.2590	1.2590	1.2488
R1	1.2530	1.2530	1.2478	1.2520
PP	1.2488	1.2488	1.2488	1.2484
S1	1.2428	1.2428	1.2460	1.2418
S2	1.2386	1.2386	1.2450
S3	1.2284	1.2326	1.2441
S4	1.2182	1.2224	1.2413

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2549	1.2409	0.0140	1.1%	0.0022	0.2%	4%	False	True	1
10	1.2610	1.2409	0.0201	1.6%	0.0024	0.2%	3%	False	True	2
20	1.2612	1.2409	0.0203	1.6%	0.0043	0.3%	3%	False	True	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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2441
2.618	1.2431
1.618	1.2425
1.000	1.2421
0.618	1.2419
HIGH	1.2415
0.618	1.2413
0.500	1.2412
0.382	1.2411
LOW	1.2409
0.618	1.2405
1.000	1.2403
1.618	1.2399
2.618	1.2393
4.250	1.2384

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	1.2414	1.2474
PP	1.2413	1.2454
S1	1.2412	1.2435

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

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