CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 15-Jan-2014

Day Change Summary
	Previous	Current
	14-Jan-2014	15-Jan-2014	Change	Change %	Previous Week
Open	1.3672	1.3643	-0.0029	-0.2%	1.3638
High	1.3672	1.3643	-0.0029	-0.2%	1.3660
Low	1.3672	1.3597	-0.0075	-0.5%	1.3554
Close	1.3672	1.3597	-0.0075	-0.5%	1.3660
Range	0.0000	0.0046	0.0046		0.0106
ATR	0.0046	0.0048	0.0002	4.6%	0.0000
Volume	20	20	0	0.0%	23

Daily Pivots for day following 15-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3750	1.3720	1.3622
R3	1.3704	1.3674	1.3610
R2	1.3658	1.3658	1.3605
R1	1.3628	1.3628	1.3601	1.3620
PP	1.3612	1.3612	1.3612	1.3609
S1	1.3582	1.3582	1.3593	1.3574
S2	1.3566	1.3566	1.3589
S3	1.3520	1.3536	1.3584
S4	1.3474	1.3490	1.3572

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	1.3673	1.3554	0.0119	0.9%	0.0031	0.2%	36%	False	False	16
10	1.3673	1.3554	0.0119	0.9%	0.0025	0.2%	36%	False	False	8
20	1.3820	1.3554	0.0266	2.0%	0.0024	0.2%	16%	False	False	7
40	1.3820	1.3429	0.0391	2.9%	0.0025	0.2%	43%	False	False	6

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3839
2.618	1.3763
1.618	1.3717
1.000	1.3689
0.618	1.3671
HIGH	1.3643
0.618	1.3625
0.500	1.3620
0.382	1.3615
LOW	1.3597
0.618	1.3569
1.000	1.3551
1.618	1.3523
2.618	1.3477
4.250	1.3402

Fisher Pivots for day following 15-Jan-2014
Pivot	1 day	3 day
R1	1.3620	1.3635
PP	1.3612	1.3622
S1	1.3605	1.3610

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

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