CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 04-Feb-2014

Day Change Summary
	Previous	Current
	03-Feb-2014	04-Feb-2014	Change	Change %	Previous Week
Open	1.3488	1.3527	0.0039	0.3%	1.3681
High	1.3536	1.3539	0.0003	0.0%	1.3717
Low	1.3476	1.3493	0.0017	0.1%	1.3479
Close	1.3531	1.3516	-0.0015	-0.1%	1.3484
Range	0.0060	0.0046	-0.0014	-23.3%	0.0238
ATR	0.0084	0.0082	-0.0003	-3.3%	0.0000
Volume	226,387	181,062	-45,325	-20.0%	1,168,261

Daily Pivots for day following 04-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3654	1.3631	1.3541
R3	1.3608	1.3585	1.3529
R2	1.3562	1.3562	1.3524
R1	1.3539	1.3539	1.3520	1.3528
PP	1.3516	1.3516	1.3516	1.3510
S1	1.3493	1.3493	1.3512	1.3482
S2	1.3470	1.3470	1.3508
S3	1.3424	1.3447	1.3503
S4	1.3378	1.3401	1.3491

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4274	1.4117	1.3615
R3	1.4036	1.3879	1.3549
R2	1.3798	1.3798	1.3528
R1	1.3641	1.3641	1.3506	1.3601
PP	1.3560	1.3560	1.3560	1.3540
S1	1.3403	1.3403	1.3462	1.3363
S2	1.3322	1.3322	1.3440
S3	1.3084	1.3165	1.3419
S4	1.2846	1.2927	1.3353

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3684	1.3476	0.0208	1.5%	0.0081	0.6%	19%	False	False	250,074
10	1.3740	1.3476	0.0264	2.0%	0.0083	0.6%	15%	False	False	227,953
20	1.3740	1.3476	0.0264	2.0%	0.0080	0.6%	15%	False	False	215,388
40	1.3893	1.3476	0.0417	3.1%	0.0079	0.6%	10%	False	False	168,444
60	1.3893	1.3300	0.0593	4.4%	0.0084	0.6%	36%	False	False	113,438
80	1.3893	1.3300	0.0593	4.4%	0.0082	0.6%	36%	False	False	85,197
100	1.3893	1.3270	0.0623	4.6%	0.0079	0.6%	39%	False	False	68,197
120	1.3893	1.3123	0.0770	5.7%	0.0072	0.5%	51%	False	False	56,833

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1.3735
2.618	1.3659
1.618	1.3613
1.000	1.3585
0.618	1.3567
HIGH	1.3539
0.618	1.3521
0.500	1.3516
0.382	1.3511
LOW	1.3493
0.618	1.3465
1.000	1.3447
1.618	1.3419
2.618	1.3373
4.250	1.3298

Fisher Pivots for day following 04-Feb-2014
Pivot	1 day	3 day
R1	1.3516	1.3525
PP	1.3516	1.3522
S1	1.3516	1.3519

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

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