CME Euro FX (E) Future June 2014

Trading Metrics calculated at close of trading on 23-Sep-2013

Day Change Summary
	Previous	Current
	20-Sep-2013	23-Sep-2013	Change	Change %	Previous Week
Open	1.3530	1.3530	0.0000	0.0%	1.3347
High	1.3530	1.3530	0.0000	0.0%	1.3574
Low	1.3530	1.3504	-0.0026	-0.2%	1.3347
Close	1.3530	1.3504	-0.0026	-0.2%	1.3530
Range	0.0000	0.0026	0.0026		0.0227
ATR	0.0046	0.0045	-0.0001	-3.1%	0.0000
Volume	11	11	0	0.0%	21

Daily Pivots for day following 23-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3591	1.3573	1.3518
R3	1.3565	1.3547	1.3511
R2	1.3539	1.3539	1.3509
R1	1.3521	1.3521	1.3506	1.3517
PP	1.3513	1.3513	1.3513	1.3511
S1	1.3495	1.3495	1.3502	1.3491
S2	1.3487	1.3487	1.3499
S3	1.3461	1.3469	1.3497
S4	1.3435	1.3443	1.3490

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.4165	1.4074	1.3655
R3	1.3938	1.3847	1.3592
R2	1.3711	1.3711	1.3572
R1	1.3620	1.3620	1.3551	1.3666
PP	1.3484	1.3484	1.3484	1.3506
S1	1.3393	1.3393	1.3509	1.3439
S2	1.3257	1.3257	1.3488
S3	1.3030	1.3166	1.3468
S4	1.2803	1.2939	1.3405

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3574	1.3368	0.0206	1.5%	0.0043	0.3%	66%	False	False	6
10	1.3574	1.3270	0.0304	2.3%	0.0026	0.2%	77%	False	False	4
20	1.3574	1.3131	0.0443	3.3%	0.0024	0.2%	84%	False	False	3
40	1.3574	1.3131	0.0443	3.3%	0.0016	0.1%	84%	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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3641
2.618	1.3598
1.618	1.3572
1.000	1.3556
0.618	1.3546
HIGH	1.3530
0.618	1.3520
0.500	1.3517
0.382	1.3514
LOW	1.3504
0.618	1.3488
1.000	1.3478
1.618	1.3462
2.618	1.3436
4.250	1.3394

Fisher Pivots for day following 23-Sep-2013
Pivot	1 day	3 day
R1	1.3517	1.3539
PP	1.3513	1.3527
S1	1.3508	1.3516

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

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