CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	1.3900	1.3947	0.0047	0.3%	1.3748
High	1.3903	1.3947	0.0044	0.3%	1.3888
Low	1.3888	1.3860	-0.0028	-0.2%	1.3736
Close	1.3903	1.3860	-0.0043	-0.3%	1.3869
Range	0.0015	0.0087	0.0072	480.0%	0.0152
ATR	0.0042	0.0045	0.0003	7.8%	0.0000
Volume	4	2	-2	-50.0%	108

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4150	1.4092	1.3908
R3	1.4063	1.4005	1.3884
R2	1.3976	1.3976	1.3876
R1	1.3918	1.3918	1.3868	1.3904
PP	1.3889	1.3889	1.3889	1.3882
S1	1.3831	1.3831	1.3852	1.3817
S2	1.3802	1.3802	1.3844
S3	1.3715	1.3744	1.3836
S4	1.3628	1.3657	1.3812

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4287	1.4230	1.3953
R3	1.4135	1.4078	1.3911
R2	1.3983	1.3983	1.3897
R1	1.3926	1.3926	1.3883	1.3955
PP	1.3831	1.3831	1.3831	1.3845
S1	1.3774	1.3774	1.3855	1.3803
S2	1.3679	1.3679	1.3841
S3	1.3527	1.3622	1.3827
S4	1.3375	1.3470	1.3785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3947	1.3860	0.0087	0.6%	0.0026	0.2%	0%	True	True	18
10	1.3947	1.3736	0.0211	1.5%	0.0016	0.1%	59%	True	False	13
20	1.3947	1.3667	0.0280	2.0%	0.0022	0.2%	69%	True	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1.4317
2.618	1.4175
1.618	1.4088
1.000	1.4034
0.618	1.4001
HIGH	1.3947
0.618	1.3914
0.500	1.3904
0.382	1.3893
LOW	1.3860
0.618	1.3806
1.000	1.3773
1.618	1.3719
2.618	1.3632
4.250	1.3490

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	1.3904	1.3904
PP	1.3889	1.3889
S1	1.3875	1.3875

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

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