CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 08-Jan-2014

Day Change Summary
	Previous	Current
	07-Jan-2014	08-Jan-2014	Change	Change %	Previous Week
Open	1.3639	1.3615	-0.0024	-0.2%	1.3820
High	1.3639	1.3628	-0.0011	-0.1%	1.3820
Low	1.3619	1.3571	-0.0048	-0.4%	1.3602
Close	1.3619	1.3582	-0.0037	-0.3%	1.3602
Range	0.0020	0.0057	0.0037	185.0%	0.0218
ATR	0.0051	0.0051	0.0000	0.9%	0.0000
Volume	1	1	0	0.0%	9

Daily Pivots for day following 08-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3765	1.3730	1.3613
R3	1.3708	1.3673	1.3598
R2	1.3651	1.3651	1.3592
R1	1.3616	1.3616	1.3587	1.3605
PP	1.3594	1.3594	1.3594	1.3588
S1	1.3559	1.3559	1.3577	1.3548
S2	1.3537	1.3537	1.3572
S3	1.3480	1.3502	1.3566
S4	1.3423	1.3445	1.3551

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4329	1.4183	1.3722
R3	1.4111	1.3965	1.3662
R2	1.3893	1.3893	1.3642
R1	1.3747	1.3747	1.3622	1.3711
PP	1.3675	1.3675	1.3675	1.3657
S1	1.3529	1.3529	1.3582	1.3493
S2	1.3457	1.3457	1.3562
S3	1.3239	1.3311	1.3542
S4	1.3021	1.3093	1.3482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3671	1.3571	0.0100	0.7%	0.0018	0.1%	11%	False	True	1
10	1.3820	1.3571	0.0249	1.8%	0.0021	0.2%	4%	False	True	2
20	1.3820	1.3571	0.0249	1.8%	0.0022	0.2%	4%	False	True	6
40	1.3820	1.3414	0.0406	3.0%	0.0022	0.2%	41%	False	False	4

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	1.3870
2.618	1.3777
1.618	1.3720
1.000	1.3685
0.618	1.3663
HIGH	1.3628
0.618	1.3606
0.500	1.3600
0.382	1.3593
LOW	1.3571
0.618	1.3536
1.000	1.3514
1.618	1.3479
2.618	1.3422
4.250	1.3329

Fisher Pivots for day following 08-Jan-2014
Pivot	1 day	3 day
R1	1.3600	1.3605
PP	1.3594	1.3597
S1	1.3588	1.3590

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

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