CME Euro FX (E) Future June 2014

Trading Metrics calculated at close of trading on 22-Jan-2014

Day Change Summary
	Previous	Current
	21-Jan-2014	22-Jan-2014	Change	Change %	Previous Week
Open	1.3531	1.3556	0.0025	0.2%	1.3668
High	1.3566	1.3579	0.0013	0.1%	1.3699
Low	1.3506	1.3533	0.0027	0.2%	1.3518
Close	1.3558	1.3545	-0.0013	-0.1%	1.3528
Range	0.0060	0.0046	-0.0014	-23.3%	0.0181
ATR	0.0075	0.0073	-0.0002	-2.7%	0.0000
Volume	494	525	31	6.3%	2,103

Daily Pivots for day following 22-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3690	1.3664	1.3570
R3	1.3644	1.3618	1.3558
R2	1.3598	1.3598	1.3553
R1	1.3572	1.3572	1.3549	1.3562
PP	1.3552	1.3552	1.3552	1.3548
S1	1.3526	1.3526	1.3541	1.3516
S2	1.3506	1.3506	1.3537
S3	1.3460	1.3480	1.3532
S4	1.3414	1.3434	1.3520

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4125	1.4007	1.3628
R3	1.3944	1.3826	1.3578
R2	1.3763	1.3763	1.3561
R1	1.3645	1.3645	1.3545	1.3614
PP	1.3582	1.3582	1.3582	1.3566
S1	1.3464	1.3464	1.3511	1.3433
S2	1.3401	1.3401	1.3495
S3	1.3220	1.3283	1.3478
S4	1.3039	1.3102	1.3428

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3649	1.3506	0.0143	1.1%	0.0067	0.5%	27%	False	False	523
10	1.3699	1.3506	0.0193	1.4%	0.0068	0.5%	20%	False	False	426
20	1.3892	1.3506	0.0386	2.8%	0.0070	0.5%	10%	False	False	302
40	1.3892	1.3495	0.0397	2.9%	0.0064	0.5%	13%	False	False	274
60	1.3892	1.3302	0.0590	4.4%	0.0061	0.5%	41%	False	False	187
80	1.3892	1.3302	0.0590	4.4%	0.0052	0.4%	41%	False	False	142
100	1.3892	1.3131	0.0761	5.6%	0.0047	0.3%	54%	False	False	114
120	1.3892	1.3131	0.0761	5.6%	0.0039	0.3%	54%	False	False	95

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3775
2.618	1.3699
1.618	1.3653
1.000	1.3625
0.618	1.3607
HIGH	1.3579
0.618	1.3561
0.500	1.3556
0.382	1.3551
LOW	1.3533
0.618	1.3505
1.000	1.3487
1.618	1.3459
2.618	1.3413
4.250	1.3338

Fisher Pivots for day following 22-Jan-2014
Pivot	1 day	3 day
R1	1.3556	1.3560
PP	1.3552	1.3555
S1	1.3549	1.3550

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

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