CME Euro FX (E) Future June 2014

Trading Metrics calculated at close of trading on 18-Oct-2013

Day Change Summary
	Previous	Current
	17-Oct-2013	18-Oct-2013	Change	Change %	Previous Week
Open	1.3601	1.3670	0.0069	0.5%	1.3600
High	1.3684	1.3706	0.0022	0.2%	1.3706
Low	1.3601	1.3670	0.0069	0.5%	1.3491
Close	1.3684	1.3685	0.0001	0.0%	1.3685
Range	0.0083	0.0036	-0.0047	-56.6%	0.0215
ATR	0.0049	0.0048	-0.0001	-1.9%	0.0000
Volume	2	7	5	250.0%	33

Daily Pivots for day following 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3795	1.3776	1.3705
R3	1.3759	1.3740	1.3695
R2	1.3723	1.3723	1.3692
R1	1.3704	1.3704	1.3688	1.3714
PP	1.3687	1.3687	1.3687	1.3692
S1	1.3668	1.3668	1.3682	1.3678
S2	1.3651	1.3651	1.3678
S3	1.3615	1.3632	1.3675
S4	1.3579	1.3596	1.3665

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.4272	1.4194	1.3803
R3	1.4057	1.3979	1.3744
R2	1.3842	1.3842	1.3724
R1	1.3764	1.3764	1.3705	1.3803
PP	1.3627	1.3627	1.3627	1.3647
S1	1.3549	1.3549	1.3665	1.3588
S2	1.3412	1.3412	1.3646
S3	1.3197	1.3334	1.3626
S4	1.2982	1.3119	1.3567

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3706	1.3491	0.0215	1.6%	0.0045	0.3%	90%	True	False	6
10	1.3706	1.3491	0.0215	1.6%	0.0029	0.2%	90%	True	False	4
20	1.3706	1.3485	0.0221	1.6%	0.0019	0.1%	90%	True	False	3
40	1.3706	1.3131	0.0575	4.2%	0.0021	0.2%	96%	True	False	3

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3859
2.618	1.3800
1.618	1.3764
1.000	1.3742
0.618	1.3728
HIGH	1.3706
0.618	1.3692
0.500	1.3688
0.382	1.3684
LOW	1.3670
0.618	1.3648
1.000	1.3634
1.618	1.3612
2.618	1.3576
4.250	1.3517

Fisher Pivots for day following 18-Oct-2013
Pivot	1 day	3 day
R1	1.3688	1.3656
PP	1.3687	1.3627
S1	1.3686	1.3599

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

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