CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 20-Mar-2014

Day Change Summary
	Previous	Current
	19-Mar-2014	20-Mar-2014	Change	Change %	Previous Week
Open	1.3843	1.3796	-0.0047	-0.3%	1.3880
High	1.3843	1.3796	-0.0047	-0.3%	1.3947
Low	1.3823	1.3761	-0.0062	-0.4%	1.3860
Close	1.3828	1.3779	-0.0049	-0.4%	1.3905
Range	0.0020	0.0035	0.0015	75.0%	0.0087
ATR	0.0047	0.0048	0.0001	3.0%	0.0000
Volume	11	5	-6	-54.5%	25

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3884	1.3866	1.3798
R3	1.3849	1.3831	1.3789
R2	1.3814	1.3814	1.3785
R1	1.3796	1.3796	1.3782	1.3788
PP	1.3779	1.3779	1.3779	1.3774
S1	1.3761	1.3761	1.3776	1.3753
S2	1.3744	1.3744	1.3773
S3	1.3709	1.3726	1.3769
S4	1.3674	1.3691	1.3760

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	1.3933	1.3761	0.0172	1.2%	0.0029	0.2%	10%	False	True	5
10	1.3947	1.3761	0.0186	1.3%	0.0028	0.2%	10%	False	True	12
20	1.3947	1.3688	0.0259	1.9%	0.0024	0.2%	35%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3945
2.618	1.3888
1.618	1.3853
1.000	1.3831
0.618	1.3818
HIGH	1.3796
0.618	1.3783
0.500	1.3779
0.382	1.3774
LOW	1.3761
0.618	1.3739
1.000	1.3726
1.618	1.3704
2.618	1.3669
4.250	1.3612

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	1.3779	1.3845
PP	1.3779	1.3823
S1	1.3779	1.3801

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

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