CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 16-Dec-2013

Day Change Summary
	Previous	Current
	13-Dec-2013	16-Dec-2013	Change	Change %	Previous Week
Open	1.3734	1.3759	0.0025	0.2%	1.3711
High	1.3734	1.3774	0.0040	0.3%	1.3792
Low	1.3734	1.3758	0.0024	0.2%	1.3711
Close	1.3734	1.3762	0.0028	0.2%	1.3734
Range	0.0000	0.0016	0.0016		0.0081
ATR	0.0046	0.0046	0.0000	-1.0%	0.0000
Volume	8	8	0	0.0%	53

Daily Pivots for day following 16-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3813	1.3803	1.3771
R3	1.3797	1.3787	1.3766
R2	1.3781	1.3781	1.3765
R1	1.3771	1.3771	1.3763	1.3776
PP	1.3765	1.3765	1.3765	1.3767
S1	1.3755	1.3755	1.3761	1.3760
S2	1.3749	1.3749	1.3759
S3	1.3733	1.3739	1.3758
S4	1.3717	1.3723	1.3753

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3989	1.3942	1.3779
R3	1.3908	1.3861	1.3756
R2	1.3827	1.3827	1.3749
R1	1.3780	1.3780	1.3741	1.3804
PP	1.3746	1.3746	1.3746	1.3757
S1	1.3699	1.3699	1.3727	1.3723
S2	1.3665	1.3665	1.3719
S3	1.3584	1.3618	1.3712
S4	1.3503	1.3537	1.3689

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3792	1.3723	0.0069	0.5%	0.0023	0.2%	57%	False	False	11
10	1.3792	1.3546	0.0246	1.8%	0.0036	0.3%	88%	False	False	7
20	1.3792	1.3429	0.0363	2.6%	0.0025	0.2%	92%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3842
2.618	1.3816
1.618	1.3800
1.000	1.3790
0.618	1.3784
HIGH	1.3774
0.618	1.3768
0.500	1.3766
0.382	1.3764
LOW	1.3758
0.618	1.3748
1.000	1.3742
1.618	1.3732
2.618	1.3716
4.250	1.3690

Fisher Pivots for day following 16-Dec-2013
Pivot	1 day	3 day
R1	1.3766	1.3759
PP	1.3765	1.3757
S1	1.3763	1.3754

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

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