CME Euro FX (E) Future September 2014

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

Day Change Summary
	Previous	Current
	15-May-2014	16-May-2014	Change	Change %	Previous Week
Open	1.3713	1.3715	0.0002	0.0%	1.3754
High	1.3730	1.3724	-0.0006	0.0%	1.3771
Low	1.3648	1.3680	0.0032	0.2%	1.3648
Close	1.3715	1.3698	-0.0017	-0.1%	1.3698
Range	0.0082	0.0044	-0.0038	-46.3%	0.0123
ATR	0.0062	0.0060	-0.0001	-2.0%	0.0000
Volume	1,042	2,316	1,274	122.3%	11,365

Daily Pivots for day following 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3833	1.3809	1.3722
R3	1.3789	1.3765	1.3710
R2	1.3745	1.3745	1.3706
R1	1.3721	1.3721	1.3702	1.3711
PP	1.3701	1.3701	1.3701	1.3696
S1	1.3677	1.3677	1.3694	1.3667
S2	1.3657	1.3657	1.3690
S3	1.3613	1.3633	1.3686
S4	1.3569	1.3589	1.3674

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4075	1.4009	1.3766
R3	1.3952	1.3886	1.3732
R2	1.3829	1.3829	1.3721
R1	1.3763	1.3763	1.3709	1.3735
PP	1.3706	1.3706	1.3706	1.3691
S1	1.3640	1.3640	1.3687	1.3612
S2	1.3583	1.3583	1.3675
S3	1.3460	1.3517	1.3664
S4	1.3337	1.3394	1.3630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3771	1.3648	0.0123	0.9%	0.0052	0.4%	41%	False	False	2,273
10	1.3986	1.3648	0.0338	2.5%	0.0062	0.5%	15%	False	False	1,717
20	1.3986	1.3648	0.0338	2.5%	0.0057	0.4%	15%	False	False	1,193
40	1.3986	1.3648	0.0338	2.5%	0.0059	0.4%	15%	False	False	808
60	1.3986	1.3648	0.0338	2.5%	0.0059	0.4%	15%	False	False	603
80	1.3986	1.3488	0.0498	3.6%	0.0055	0.4%	42%	False	False	520
100	1.3986	1.3488	0.0498	3.6%	0.0049	0.4%	42%	False	False	419
120	1.3986	1.3488	0.0498	3.6%	0.0046	0.3%	42%	False	False	351

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3911
2.618	1.3839
1.618	1.3795
1.000	1.3768
0.618	1.3751
HIGH	1.3724
0.618	1.3707
0.500	1.3702
0.382	1.3697
LOW	1.3680
0.618	1.3653
1.000	1.3636
1.618	1.3609
2.618	1.3565
4.250	1.3493

Fisher Pivots for day following 16-May-2014
Pivot	1 day	3 day
R1	1.3702	1.3695
PP	1.3701	1.3692
S1	1.3699	1.3689

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

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