CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	1.3595	1.3547	-0.0048	-0.4%	1.3634
High	1.3603	1.3559	-0.0044	-0.3%	1.3679
Low	1.3535	1.3523	-0.0012	-0.1%	1.3505
Close	1.3545	1.3530	-0.0015	-0.1%	1.3649
Range	0.0068	0.0036	-0.0032	-47.1%	0.0174
ATR	0.0064	0.0062	-0.0002	-3.1%	0.0000
Volume	99,323	139,176	39,853	40.1%	57,461

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3645	1.3624	1.3550
R3	1.3609	1.3588	1.3540
R2	1.3573	1.3573	1.3537
R1	1.3552	1.3552	1.3533	1.3545
PP	1.3537	1.3537	1.3537	1.3534
S1	1.3516	1.3516	1.3527	1.3509
S2	1.3501	1.3501	1.3523
S3	1.3465	1.3480	1.3520
S4	1.3429	1.3444	1.3510

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4133	1.4065	1.3745
R3	1.3959	1.3891	1.3697
R2	1.3785	1.3785	1.3681
R1	1.3717	1.3717	1.3665	1.3751
PP	1.3611	1.3611	1.3611	1.3628
S1	1.3543	1.3543	1.3633	1.3577
S2	1.3437	1.3437	1.3617
S3	1.3263	1.3369	1.3601
S4	1.3089	1.3195	1.3553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3679	1.3505	0.0174	1.3%	0.0083	0.6%	14%	False	False	65,983
10	1.3679	1.3505	0.0174	1.3%	0.0066	0.5%	14%	False	False	36,724
20	1.3734	1.3505	0.0229	1.7%	0.0058	0.4%	11%	False	False	19,281
40	1.3986	1.3505	0.0481	3.6%	0.0057	0.4%	5%	False	False	10,145
60	1.3986	1.3505	0.0481	3.6%	0.0060	0.4%	5%	False	False	6,888
80	1.3986	1.3505	0.0481	3.6%	0.0058	0.4%	5%	False	False	5,210
100	1.3986	1.3488	0.0498	3.7%	0.0055	0.4%	8%	False	False	4,223
120	1.3986	1.3488	0.0498	3.7%	0.0050	0.4%	8%	False	False	3,521

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0016
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.3712
2.618	1.3653
1.618	1.3617
1.000	1.3595
0.618	1.3581
HIGH	1.3559
0.618	1.3545
0.500	1.3541
0.382	1.3537
LOW	1.3523
0.618	1.3501
1.000	1.3487
1.618	1.3465
2.618	1.3429
4.250	1.3370

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	1.3541	1.3597
PP	1.3537	1.3574
S1	1.3534	1.3552

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

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