CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	1.3602	1.3634	0.0032	0.2%	1.3625
High	1.3650	1.3636	-0.0014	-0.1%	1.3668
Low	1.3599	1.3587	-0.0012	-0.1%	1.3587
Close	1.3635	1.3596	-0.0039	-0.3%	1.3635
Range	0.0051	0.0049	-0.0002	-3.9%	0.0081
ATR	0.0055	0.0054	0.0000	-0.7%	0.0000
Volume	12,829	7,498	-5,331	-41.6%	23,899

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3753	1.3724	1.3623
R3	1.3704	1.3675	1.3609
R2	1.3655	1.3655	1.3605
R1	1.3626	1.3626	1.3600	1.3616
PP	1.3606	1.3606	1.3606	1.3602
S1	1.3577	1.3577	1.3592	1.3567
S2	1.3557	1.3557	1.3587
S3	1.3508	1.3528	1.3583
S4	1.3459	1.3479	1.3569

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3873	1.3835	1.3680
R3	1.3792	1.3754	1.3657
R2	1.3711	1.3711	1.3650
R1	1.3673	1.3673	1.3642	1.3692
PP	1.3630	1.3630	1.3630	1.3640
S1	1.3592	1.3592	1.3628	1.3611
S2	1.3549	1.3549	1.3620
S3	1.3468	1.3511	1.3613
S4	1.3387	1.3430	1.3590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3668	1.3587	0.0081	0.6%	0.0049	0.4%	11%	False	True	6,279
10	1.3734	1.3587	0.0147	1.1%	0.0049	0.4%	6%	False	True	3,900
20	1.3986	1.3587	0.0399	2.9%	0.0055	0.4%	2%	False	True	2,808
40	1.3986	1.3587	0.0399	2.9%	0.0054	0.4%	2%	False	True	1,692
60	1.3986	1.3587	0.0399	2.9%	0.0058	0.4%	2%	False	True	1,216
80	1.3986	1.3490	0.0496	3.6%	0.0055	0.4%	21%	False	False	943
100	1.3986	1.3488	0.0498	3.7%	0.0052	0.4%	22%	False	False	809
120	1.3986	1.3488	0.0498	3.7%	0.0047	0.3%	22%	False	False	675

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3844
2.618	1.3764
1.618	1.3715
1.000	1.3685
0.618	1.3666
HIGH	1.3636
0.618	1.3617
0.500	1.3612
0.382	1.3606
LOW	1.3587
0.618	1.3557
1.000	1.3538
1.618	1.3508
2.618	1.3459
4.250	1.3379

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	1.3612	1.3619
PP	1.3606	1.3611
S1	1.3601	1.3604

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

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