CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	1.3465	1.3434	-0.0031	-0.2%	1.3531
High	1.3477	1.3446	-0.0031	-0.2%	1.3552
Low	1.3422	1.3428	0.0006	0.0%	1.3422
Close	1.3433	1.3435	0.0002	0.0%	1.3433
Range	0.0055	0.0018	-0.0037	-67.3%	0.0130
ATR	0.0049	0.0047	-0.0002	-4.5%	0.0000
Volume	142,916	79,710	-63,206	-44.2%	702,670

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3490	1.3481	1.3445
R3	1.3472	1.3463	1.3440
R2	1.3454	1.3454	1.3438
R1	1.3445	1.3445	1.3437	1.3450
PP	1.3436	1.3436	1.3436	1.3439
S1	1.3427	1.3427	1.3433	1.3432
S2	1.3418	1.3418	1.3432
S3	1.3400	1.3409	1.3430
S4	1.3382	1.3391	1.3425

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3859	1.3776	1.3505
R3	1.3729	1.3646	1.3469
R2	1.3599	1.3599	1.3457
R1	1.3516	1.3516	1.3445	1.3493
PP	1.3469	1.3469	1.3469	1.3457
S1	1.3386	1.3386	1.3421	1.3363
S2	1.3339	1.3339	1.3409
S3	1.3209	1.3256	1.3397
S4	1.3079	1.3126	1.3362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3532	1.3422	0.0110	0.8%	0.0042	0.3%	12%	False	False	137,194
10	1.3631	1.3422	0.0209	1.6%	0.0044	0.3%	6%	False	False	140,569
20	1.3705	1.3422	0.0283	2.1%	0.0044	0.3%	5%	False	False	133,461
40	1.3705	1.3422	0.0283	2.1%	0.0054	0.4%	5%	False	False	117,830
60	1.3986	1.3422	0.0564	4.2%	0.0055	0.4%	2%	False	False	79,366
80	1.3986	1.3422	0.0564	4.2%	0.0054	0.4%	2%	False	False	59,670
100	1.3986	1.3422	0.0564	4.2%	0.0057	0.4%	2%	False	False	47,792
120	1.3986	1.3422	0.0564	4.2%	0.0055	0.4%	2%	False	False	39,843

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	1.3523
2.618	1.3493
1.618	1.3475
1.000	1.3464
0.618	1.3457
HIGH	1.3446
0.618	1.3439
0.500	1.3437
0.382	1.3435
LOW	1.3428
0.618	1.3417
1.000	1.3410
1.618	1.3399
2.618	1.3381
4.250	1.3352

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	1.3437	1.3454
PP	1.3436	1.3448
S1	1.3436	1.3441

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

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