CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 25-Nov-2013

Day Change Summary
	Previous	Current
	22-Nov-2013	25-Nov-2013	Change	Change %	Previous Week
Open	1.3478	1.3556	0.0078	0.6%	1.3487
High	1.3558	1.3559	0.0001	0.0%	1.3580
Low	1.3466	1.3492	0.0026	0.2%	1.3402
Close	1.3552	1.3517	-0.0035	-0.3%	1.3552
Range	0.0092	0.0067	-0.0025	-27.2%	0.0178
ATR	0.0089	0.0088	-0.0002	-1.8%	0.0000
Volume	1,714	1,632	-82	-4.8%	5,922

Daily Pivots for day following 25-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3724	1.3687	1.3554
R3	1.3657	1.3620	1.3535
R2	1.3590	1.3590	1.3529
R1	1.3553	1.3553	1.3523	1.3538
PP	1.3523	1.3523	1.3523	1.3515
S1	1.3486	1.3486	1.3511	1.3471
S2	1.3456	1.3456	1.3505
S3	1.3389	1.3419	1.3499
S4	1.3322	1.3352	1.3480

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.4045	1.3977	1.3650
R3	1.3867	1.3799	1.3601
R2	1.3689	1.3689	1.3585
R1	1.3621	1.3621	1.3568	1.3655
PP	1.3511	1.3511	1.3511	1.3529
S1	1.3443	1.3443	1.3536	1.3477
S2	1.3333	1.3333	1.3519
S3	1.3155	1.3265	1.3503
S4	1.2977	1.3087	1.3454

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3580	1.3402	0.0178	1.3%	0.0093	0.7%	65%	False	False	1,441
10	1.3580	1.3362	0.0218	1.6%	0.0086	0.6%	71%	False	False	968
20	1.3814	1.3300	0.0514	3.8%	0.0097	0.7%	42%	False	False	881
40	1.3834	1.3300	0.0534	4.0%	0.0083	0.6%	41%	False	False	619
60	1.3834	1.3123	0.0711	5.3%	0.0075	0.6%	55%	False	False	444
80	1.3834	1.3123	0.0711	5.3%	0.0064	0.5%	55%	False	False	334
100	1.3834	1.2781	0.1053	7.8%	0.0058	0.4%	70%	False	False	270
120	1.3834	1.2781	0.1053	7.8%	0.0057	0.4%	70%	False	False	226

Crabel Price Patterns
NR	True
NR4	True
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	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3844
2.618	1.3734
1.618	1.3667
1.000	1.3626
0.618	1.3600
HIGH	1.3559
0.618	1.3533
0.500	1.3526
0.382	1.3518
LOW	1.3492
0.618	1.3451
1.000	1.3425
1.618	1.3384
2.618	1.3317
4.250	1.3207

Fisher Pivots for day following 25-Nov-2013
Pivot	1 day	3 day
R1	1.3526	1.3505
PP	1.3523	1.3493
S1	1.3520	1.3481

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

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