CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	1.3891	1.3927	0.0036	0.3%	1.3880
High	1.3933	1.3929	-0.0004	0.0%	1.3947
Low	1.3891	1.3926	0.0035	0.3%	1.3860
Close	1.3920	1.3929	0.0009	0.1%	1.3905
Range	0.0042	0.0003	-0.0039	-92.9%	0.0087
ATR	0.0045	0.0042	-0.0003	-5.7%	0.0000
Volume	6	3	-3	-50.0%	25

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3937	1.3936	1.3931
R3	1.3934	1.3933	1.3930
R2	1.3931	1.3931	1.3930
R1	1.3930	1.3930	1.3929	1.3931
PP	1.3928	1.3928	1.3928	1.3928
S1	1.3927	1.3927	1.3929	1.3928
S2	1.3925	1.3925	1.3928
S3	1.3922	1.3924	1.3928
S4	1.3919	1.3921	1.3927

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4165	1.4122	1.3953
R3	1.4078	1.4035	1.3929
R2	1.3991	1.3991	1.3921
R1	1.3948	1.3948	1.3913	1.3970
PP	1.3904	1.3904	1.3904	1.3915
S1	1.3861	1.3861	1.3897	1.3883
S2	1.3817	1.3817	1.3889
S3	1.3730	1.3774	1.3881
S4	1.3643	1.3687	1.3857

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%	0.0039	0.3%	79%	False	False	3
10	1.3947	1.3736	0.0211	1.5%	0.0022	0.2%	91%	False	False	10
20	1.3947	1.3688	0.0259	1.9%	0.0024	0.2%	93%	False	False	16

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0000
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3942
2.618	1.3937
1.618	1.3934
1.000	1.3932
0.618	1.3931
HIGH	1.3929
0.618	1.3928
0.500	1.3928
0.382	1.3927
LOW	1.3926
0.618	1.3924
1.000	1.3923
1.618	1.3921
2.618	1.3918
4.250	1.3913

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	1.3929	1.3919
PP	1.3928	1.3908
S1	1.3928	1.3898

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

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