CME Euro FX (E) Future September 2014

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

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	1.3555	1.3544	-0.0011	-0.1%	1.3649
High	1.3583	1.3585	0.0002	0.0%	1.3670
Low	1.3525	1.3517	-0.0008	-0.1%	1.3516
Close	1.3538	1.3572	0.0034	0.3%	1.3538
Range	0.0058	0.0068	0.0010	17.2%	0.0154
ATR	0.0061	0.0062	0.0000	0.8%	0.0000
Volume	155,653	131,468	-24,185	-15.5%	584,119

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3762	1.3735	1.3609
R3	1.3694	1.3667	1.3591
R2	1.3626	1.3626	1.3584
R1	1.3599	1.3599	1.3578	1.3613
PP	1.3558	1.3558	1.3558	1.3565
S1	1.3531	1.3531	1.3566	1.3545
S2	1.3490	1.3490	1.3560
S3	1.3422	1.3463	1.3553
S4	1.3354	1.3395	1.3535

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4037	1.3941	1.3623
R3	1.3883	1.3787	1.3580
R2	1.3729	1.3729	1.3566
R1	1.3633	1.3633	1.3552	1.3604
PP	1.3575	1.3575	1.3575	1.3560
S1	1.3479	1.3479	1.3524	1.3450
S2	1.3421	1.3421	1.3510
S3	1.3267	1.3325	1.3496
S4	1.3113	1.3171	1.3453

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3603	1.3516	0.0087	0.6%	0.0058	0.4%	64%	False	False	132,507
10	1.3679	1.3505	0.0174	1.3%	0.0071	0.5%	39%	False	False	76,555
20	1.3734	1.3505	0.0229	1.7%	0.0060	0.4%	29%	False	False	40,227
40	1.3986	1.3505	0.0481	3.5%	0.0058	0.4%	14%	False	False	20,710
60	1.3986	1.3505	0.0481	3.5%	0.0059	0.4%	14%	False	False	13,948
80	1.3986	1.3505	0.0481	3.5%	0.0059	0.4%	14%	False	False	10,509
100	1.3986	1.3488	0.0498	3.7%	0.0056	0.4%	17%	False	False	8,461
120	1.3986	1.3488	0.0498	3.7%	0.0051	0.4%	17%	False	False	7,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3874
2.618	1.3763
1.618	1.3695
1.000	1.3653
0.618	1.3627
HIGH	1.3585
0.618	1.3559
0.500	1.3551
0.382	1.3543
LOW	1.3517
0.618	1.3475
1.000	1.3449
1.618	1.3407
2.618	1.3339
4.250	1.3228

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	1.3565	1.3565
PP	1.3558	1.3558
S1	1.3551	1.3551

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

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