CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 10-Jan-2014

Day Change Summary
	Previous	Current
	09-Jan-2014	10-Jan-2014	Change	Change %	Previous Week
Open	1.3554	1.3586	0.0032	0.2%	1.3638
High	1.3591	1.3660	0.0069	0.5%	1.3660
Low	1.3554	1.3586	0.0032	0.2%	1.3554
Close	1.3591	1.3660	0.0069	0.5%	1.3660
Range	0.0037	0.0074	0.0037	100.0%	0.0106
ATR	0.0050	0.0052	0.0002	3.4%	0.0000
Volume	18	2	-16	-88.9%	23

Daily Pivots for day following 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3857	1.3833	1.3701
R3	1.3783	1.3759	1.3680
R2	1.3709	1.3709	1.3674
R1	1.3685	1.3685	1.3667	1.3697
PP	1.3635	1.3635	1.3635	1.3642
S1	1.3611	1.3611	1.3653	1.3623
S2	1.3561	1.3561	1.3646
S3	1.3487	1.3537	1.3640
S4	1.3413	1.3463	1.3619

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3943	1.3907	1.3718
R3	1.3837	1.3801	1.3689
R2	1.3731	1.3731	1.3679
R1	1.3695	1.3695	1.3670	1.3713
PP	1.3625	1.3625	1.3625	1.3634
S1	1.3589	1.3589	1.3650	1.3607
S2	1.3519	1.3519	1.3641
S3	1.3413	1.3483	1.3631
S4	1.3307	1.3377	1.3602

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3660	1.3554	0.0106	0.8%	0.0038	0.3%	100%	True	False	4
10	1.3820	1.3554	0.0266	1.9%	0.0030	0.2%	40%	False	False	3
20	1.3820	1.3554	0.0266	1.9%	0.0024	0.2%	40%	False	False	6
40	1.3820	1.3429	0.0391	2.9%	0.0024	0.2%	59%	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 15 trading days

Fibonacci Retracements and Extensions
4.250	1.3975
2.618	1.3854
1.618	1.3780
1.000	1.3734
0.618	1.3706
HIGH	1.3660
0.618	1.3632
0.500	1.3623
0.382	1.3614
LOW	1.3586
0.618	1.3540
1.000	1.3512
1.618	1.3466
2.618	1.3392
4.250	1.3272

Fisher Pivots for day following 10-Jan-2014
Pivot	1 day	3 day
R1	1.3648	1.3642
PP	1.3635	1.3625
S1	1.3623	1.3607

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

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