CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	1.3643	1.3599	-0.0044	-0.3%	1.3638
High	1.3643	1.3613	-0.0030	-0.2%	1.3660
Low	1.3597	1.3599	0.0002	0.0%	1.3554
Close	1.3597	1.3613	0.0016	0.1%	1.3660
Range	0.0046	0.0014	-0.0032	-69.6%	0.0106
ATR	0.0048	0.0045	-0.0002	-4.7%	0.0000
Volume	20	8	-12	-60.0%	23

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3650	1.3646	1.3621
R3	1.3636	1.3632	1.3617
R2	1.3622	1.3622	1.3616
R1	1.3618	1.3618	1.3614	1.3620
PP	1.3608	1.3608	1.3608	1.3610
S1	1.3604	1.3604	1.3612	1.3606
S2	1.3594	1.3594	1.3610
S3	1.3580	1.3590	1.3609
S4	1.3566	1.3576	1.3605

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	1.3586	0.0087	0.6%	0.0027	0.2%	31%	False	False	14
10	1.3673	1.3554	0.0119	0.9%	0.0025	0.2%	50%	False	False	9
20	1.3820	1.3554	0.0266	2.0%	0.0025	0.2%	22%	False	False	7
40	1.3820	1.3429	0.0391	2.9%	0.0024	0.2%	47%	False	False	6

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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3673
2.618	1.3650
1.618	1.3636
1.000	1.3627
0.618	1.3622
HIGH	1.3613
0.618	1.3608
0.500	1.3606
0.382	1.3604
LOW	1.3599
0.618	1.3590
1.000	1.3585
1.618	1.3576
2.618	1.3562
4.250	1.3540

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	1.3611	1.3635
PP	1.3608	1.3627
S1	1.3606	1.3620

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

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