CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	1.3553	1.3600	0.0047	0.3%	1.3550
High	1.3582	1.3611	0.0029	0.2%	1.3557
Low	1.3553	1.3581	0.0028	0.2%	1.3429
Close	1.3582	1.3581	-0.0001	0.0%	1.3557
Range	0.0029	0.0030	0.0001	3.4%	0.0128
ATR	0.0055	0.0053	-0.0002	-3.3%	0.0000
Volume	1	2	1	100.0%	5

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3681	1.3661	1.3598
R3	1.3651	1.3631	1.3589
R2	1.3621	1.3621	1.3587
R1	1.3601	1.3601	1.3584	1.3596
PP	1.3591	1.3591	1.3591	1.3589
S1	1.3571	1.3571	1.3578	1.3566
S2	1.3561	1.3561	1.3576
S3	1.3531	1.3541	1.3573
S4	1.3501	1.3511	1.3565

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3898	1.3856	1.3627
R3	1.3770	1.3728	1.3592
R2	1.3642	1.3642	1.3580
R1	1.3600	1.3600	1.3569	1.3621
PP	1.3514	1.3514	1.3514	1.3525
S1	1.3472	1.3472	1.3545	1.3493
S2	1.3386	1.3386	1.3534
S3	1.3258	1.3344	1.3522
S4	1.3130	1.3216	1.3487

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3611	1.3469	0.0142	1.0%	0.0017	0.1%	79%	True	False	1
10	1.3611	1.3429	0.0182	1.3%	0.0013	0.1%	84%	True	False	1
20	1.3710	1.3318	0.0392	2.9%	0.0027	0.2%	67%	False	False	3

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 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3739
2.618	1.3690
1.618	1.3660
1.000	1.3641
0.618	1.3630
HIGH	1.3611
0.618	1.3600
0.500	1.3596
0.382	1.3592
LOW	1.3581
0.618	1.3562
1.000	1.3551
1.618	1.3532
2.618	1.3502
4.250	1.3454

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	1.3596	1.3576
PP	1.3591	1.3571
S1	1.3586	1.3567

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

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