CME Euro FX (E) Future June 2014

Trading Metrics calculated at close of trading on 15-Oct-2013

Day Change Summary
	Previous	Current
	14-Oct-2013	15-Oct-2013	Change	Change %	Previous Week
Open	1.3600	1.3555	-0.0045	-0.3%	1.3587
High	1.3600	1.3559	-0.0041	-0.3%	1.3609
Low	1.3587	1.3513	-0.0074	-0.5%	1.3520
Close	1.3587	1.3529	-0.0058	-0.4%	1.3563
Range	0.0013	0.0046	0.0033	253.8%	0.0089
ATR	0.0038	0.0041	0.0003	6.6%	0.0000
Volume	4	2	-2	-50.0%	13

Daily Pivots for day following 15-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3672	1.3646	1.3554
R3	1.3626	1.3600	1.3542
R2	1.3580	1.3580	1.3537
R1	1.3554	1.3554	1.3533	1.3544
PP	1.3534	1.3534	1.3534	1.3529
S1	1.3508	1.3508	1.3525	1.3498
S2	1.3488	1.3488	1.3521
S3	1.3442	1.3462	1.3516
S4	1.3396	1.3416	1.3504

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3831	1.3786	1.3612
R3	1.3742	1.3697	1.3587
R2	1.3653	1.3653	1.3579
R1	1.3608	1.3608	1.3571	1.3586
PP	1.3564	1.3564	1.3564	1.3553
S1	1.3519	1.3519	1.3555	1.3497
S2	1.3475	1.3475	1.3547
S3	1.3386	1.3430	1.3539
S4	1.3297	1.3341	1.3514

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3600	1.3513	0.0087	0.6%	0.0019	0.1%	18%	False	True	3
10	1.3631	1.3513	0.0118	0.9%	0.0016	0.1%	14%	False	True	2
20	1.3631	1.3368	0.0263	1.9%	0.0020	0.2%	61%	False	False	3
40	1.3631	1.3131	0.0500	3.7%	0.0017	0.1%	80%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 19 trading days

Fibonacci Retracements and Extensions
4.250	1.3755
2.618	1.3679
1.618	1.3633
1.000	1.3605
0.618	1.3587
HIGH	1.3559
0.618	1.3541
0.500	1.3536
0.382	1.3531
LOW	1.3513
0.618	1.3485
1.000	1.3467
1.618	1.3439
2.618	1.3393
4.250	1.3318

Fisher Pivots for day following 15-Oct-2013
Pivot	1 day	3 day
R1	1.3536	1.3557
PP	1.3534	1.3547
S1	1.3531	1.3538

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

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