CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 11-Dec-2014

Day Change Summary
	Previous	Current
	10-Dec-2014	11-Dec-2014	Change	Change %	Previous Week
Open	1.2431	1.2485	0.0054	0.4%	1.2538
High	1.2474	1.2485	0.0011	0.1%	1.2538
Low	1.2430	1.2418	-0.0012	-0.1%	1.2321
Close	1.2474	1.2418	-0.0056	-0.4%	1.2324
Range	0.0044	0.0067	0.0023	52.3%	0.0217
ATR	0.0071	0.0071	0.0000	-0.4%	0.0000
Volume	1	2	1	100.0%	8

Daily Pivots for day following 11-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2641	1.2597	1.2455
R3	1.2574	1.2530	1.2436
R2	1.2507	1.2507	1.2430
R1	1.2463	1.2463	1.2424	1.2452
PP	1.2440	1.2440	1.2440	1.2435
S1	1.2396	1.2396	1.2412	1.2385
S2	1.2373	1.2373	1.2406
S3	1.2306	1.2329	1.2400
S4	1.2239	1.2262	1.2381

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3045	1.2902	1.2443
R3	1.2828	1.2685	1.2384
R2	1.2611	1.2611	1.2364
R1	1.2468	1.2468	1.2344	1.2431
PP	1.2394	1.2394	1.2394	1.2376
S1	1.2251	1.2251	1.2304	1.2214
S2	1.2177	1.2177	1.2284
S3	1.1960	1.2034	1.2264
S4	1.1743	1.1817	1.2205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2485	1.2296	0.0189	1.5%	0.0040	0.3%	65%	True	False	3
10	1.2538	1.2296	0.0242	1.9%	0.0040	0.3%	50%	False	False	2
20	1.2610	1.2296	0.0314	2.5%	0.0038	0.3%	39%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2770
2.618	1.2660
1.618	1.2593
1.000	1.2552
0.618	1.2526
HIGH	1.2485
0.618	1.2459
0.500	1.2452
0.382	1.2444
LOW	1.2418
0.618	1.2377
1.000	1.2351
1.618	1.2310
2.618	1.2243
4.250	1.2133

Fisher Pivots for day following 11-Dec-2014
Pivot	1 day	3 day
R1	1.2452	1.2447
PP	1.2440	1.2437
S1	1.2429	1.2428

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

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