CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	1.3680	1.3667	-0.0013	-0.1%	1.3759
High	1.3680	1.3676	-0.0004	0.0%	1.3775
Low	1.3660	1.3667	0.0007	0.1%	1.3660
Close	1.3660	1.3676	0.0016	0.1%	1.3676
Range	0.0020	0.0009	-0.0011	-55.0%	0.0115
ATR	0.0051	0.0048	-0.0002	-4.9%	0.0000
Volume	7	10	3	42.9%	59

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3700	1.3697	1.3681
R3	1.3691	1.3688	1.3678
R2	1.3682	1.3682	1.3678
R1	1.3679	1.3679	1.3677	1.3681
PP	1.3673	1.3673	1.3673	1.3674
S1	1.3670	1.3670	1.3675	1.3672
S2	1.3664	1.3664	1.3674
S3	1.3655	1.3661	1.3674
S4	1.3646	1.3652	1.3671

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.4049	1.3977	1.3739
R3	1.3934	1.3862	1.3708
R2	1.3819	1.3819	1.3697
R1	1.3747	1.3747	1.3687	1.3726
PP	1.3704	1.3704	1.3704	1.3693
S1	1.3632	1.3632	1.3665	1.3611
S2	1.3589	1.3589	1.3655
S3	1.3474	1.3517	1.3644
S4	1.3359	1.3402	1.3613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3775	1.3660	0.0115	0.8%	0.0028	0.2%	14%	False	False	11
10	1.3792	1.3660	0.0132	1.0%	0.0027	0.2%	12%	False	False	11
20	1.3792	1.3522	0.0270	2.0%	0.0029	0.2%	57%	False	False	7
40	1.3810	1.3318	0.0492	3.6%	0.0026	0.2%	73%	False	False	5

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3714
2.618	1.3700
1.618	1.3691
1.000	1.3685
0.618	1.3682
HIGH	1.3676
0.618	1.3673
0.500	1.3672
0.382	1.3670
LOW	1.3667
0.618	1.3661
1.000	1.3658
1.618	1.3652
2.618	1.3643
4.250	1.3629

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	1.3675	1.3718
PP	1.3673	1.3704
S1	1.3672	1.3690

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

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