CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 12-Dec-2013

Day Change Summary
	Previous	Current
	11-Dec-2013	12-Dec-2013	Change	Change %	Previous Week
Open	1.3754	1.3762	0.0008	0.1%	1.3553
High	1.3792	1.3766	-0.0026	-0.2%	1.3698
Low	1.3754	1.3744	-0.0010	-0.1%	1.3546
Close	1.3788	1.3744	-0.0044	-0.3%	1.3698
Range	0.0038	0.0022	-0.0016	-42.1%	0.0152
ATR	0.0050	0.0049	0.0000	-0.8%	0.0000
Volume	21	20	-1	-4.8%	22

Daily Pivots for day following 12-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3817	1.3803	1.3756
R3	1.3795	1.3781	1.3750
R2	1.3773	1.3773	1.3748
R1	1.3759	1.3759	1.3746	1.3755
PP	1.3751	1.3751	1.3751	1.3750
S1	1.3737	1.3737	1.3742	1.3733
S2	1.3729	1.3729	1.3740
S3	1.3707	1.3715	1.3738
S4	1.3685	1.3693	1.3732

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.4103	1.4053	1.3782
R3	1.3951	1.3901	1.3740
R2	1.3799	1.3799	1.3726
R1	1.3749	1.3749	1.3712	1.3774
PP	1.3647	1.3647	1.3647	1.3660
S1	1.3597	1.3597	1.3684	1.3622
S2	1.3495	1.3495	1.3670
S3	1.3343	1.3445	1.3656
S4	1.3191	1.3293	1.3614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3792	1.3661	0.0131	1.0%	0.0034	0.2%	63%	False	False	10
10	1.3792	1.3546	0.0246	1.8%	0.0036	0.3%	80%	False	False	7
20	1.3792	1.3429	0.0363	2.6%	0.0025	0.2%	87%	False	False	4

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	0.0003
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3860
2.618	1.3824
1.618	1.3802
1.000	1.3788
0.618	1.3780
HIGH	1.3766
0.618	1.3758
0.500	1.3755
0.382	1.3752
LOW	1.3744
0.618	1.3730
1.000	1.3722
1.618	1.3708
2.618	1.3686
4.250	1.3651

Fisher Pivots for day following 12-Dec-2013
Pivot	1 day	3 day
R1	1.3755	1.3758
PP	1.3751	1.3753
S1	1.3748	1.3749

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

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