CME Euro FX (E) Future June 2014

Trading Metrics calculated at close of trading on 19-Sep-2013

Day Change Summary
	Previous	Current
	18-Sep-2013	19-Sep-2013	Change	Change %	Previous Week
Open	1.3368	1.3549	0.0181	1.4%	1.3201
High	1.3518	1.3574	0.0056	0.4%	1.3325
Low	1.3368	1.3537	0.0169	1.3%	1.3201
Close	1.3518	1.3537	0.0019	0.1%	1.3320
Range	0.0150	0.0037	-0.0113	-75.3%	0.0124
ATR	0.0049	0.0049	0.0001	1.1%	0.0000
Volume	2	4	2	100.0%	15

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3660	1.3636	1.3557
R3	1.3623	1.3599	1.3547
R2	1.3586	1.3586	1.3544
R1	1.3562	1.3562	1.3540	1.3556
PP	1.3549	1.3549	1.3549	1.3546
S1	1.3525	1.3525	1.3534	1.3519
S2	1.3512	1.3512	1.3530
S3	1.3475	1.3488	1.3527
S4	1.3438	1.3451	1.3517

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3654	1.3611	1.3388
R3	1.3530	1.3487	1.3354
R2	1.3406	1.3406	1.3343
R1	1.3363	1.3363	1.3331	1.3385
PP	1.3282	1.3282	1.3282	1.3293
S1	1.3239	1.3239	1.3309	1.3261
S2	1.3158	1.3158	1.3297
S3	1.3034	1.3115	1.3286
S4	1.2910	1.2991	1.3252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3574	1.3320	0.0254	1.9%	0.0037	0.3%	85%	True	False	2
10	1.3574	1.3131	0.0443	3.3%	0.0038	0.3%	92%	True	False	2
20	1.3574	1.3131	0.0443	3.3%	0.0023	0.2%	92%	True	False	2

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	1.3731
2.618	1.3671
1.618	1.3634
1.000	1.3611
0.618	1.3597
HIGH	1.3574
0.618	1.3560
0.500	1.3556
0.382	1.3551
LOW	1.3537
0.618	1.3514
1.000	1.3500
1.618	1.3477
2.618	1.3440
4.250	1.3380

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	1.3556	1.3515
PP	1.3549	1.3493
S1	1.3543	1.3471

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

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