CME Euro FX (E) Future June 2014

Trading Metrics calculated at close of trading on 03-Oct-2013

Day Change Summary
	Previous	Current
	02-Oct-2013	03-Oct-2013	Change	Change %	Previous Week
Open	1.3595	1.3618	0.0023	0.2%	1.3530
High	1.3610	1.3631	0.0021	0.2%	1.3530
Low	1.3592	1.3618	0.0026	0.2%	1.3485
Close	1.3592	1.3631	0.0039	0.3%	1.3529
Range	0.0018	0.0013	-0.0005	-27.8%	0.0045
ATR	0.0039	0.0039	0.0000	0.0%	0.0000
Volume	1	4	3	300.0%	15

Daily Pivots for day following 03-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3666	1.3661	1.3638
R3	1.3653	1.3648	1.3635
R2	1.3640	1.3640	1.3633
R1	1.3635	1.3635	1.3632	1.3638
PP	1.3627	1.3627	1.3627	1.3628
S1	1.3622	1.3622	1.3630	1.3625
S2	1.3614	1.3614	1.3629
S3	1.3601	1.3609	1.3627
S4	1.3588	1.3596	1.3624

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3650	1.3634	1.3554
R3	1.3605	1.3589	1.3541
R2	1.3560	1.3560	1.3537
R1	1.3544	1.3544	1.3533	1.3530
PP	1.3515	1.3515	1.3515	1.3507
S1	1.3499	1.3499	1.3525	1.3485
S2	1.3470	1.3470	1.3521
S3	1.3425	1.3454	1.3517
S4	1.3380	1.3409	1.3504

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3631	1.3529	0.0102	0.7%	0.0006	0.0%	100%	True	False	1
10	1.3631	1.3485	0.0146	1.1%	0.0010	0.1%	100%	True	False	3
20	1.3631	1.3131	0.0500	3.7%	0.0024	0.2%	100%	True	False	3
40	1.3631	1.3131	0.0500	3.7%	0.0014	0.1%	100%	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	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3686
2.618	1.3665
1.618	1.3652
1.000	1.3644
0.618	1.3639
HIGH	1.3631
0.618	1.3626
0.500	1.3625
0.382	1.3623
LOW	1.3618
0.618	1.3610
1.000	1.3605
1.618	1.3597
2.618	1.3584
4.250	1.3563

Fisher Pivots for day following 03-Oct-2013
Pivot	1 day	3 day
R1	1.3629	1.3616
PP	1.3627	1.3601
S1	1.3625	1.3586

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

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