CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 24-Mar-2014

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	1.3808	1.3789	-0.0019	-0.1%	1.3891
High	1.3808	1.3839	0.0031	0.2%	1.3933
Low	1.3791	1.3767	-0.0024	-0.2%	1.3761
Close	1.3791	1.3837	0.0046	0.3%	1.3791
Range	0.0017	0.0072	0.0055	323.5%	0.0172
ATR	0.0047	0.0049	0.0002	3.8%	0.0000
Volume	20	2	-18	-90.0%	45

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4030	1.4006	1.3877
R3	1.3958	1.3934	1.3857
R2	1.3886	1.3886	1.3850
R1	1.3862	1.3862	1.3844	1.3874
PP	1.3814	1.3814	1.3814	1.3821
S1	1.3790	1.3790	1.3830	1.3802
S2	1.3742	1.3742	1.3824
S3	1.3670	1.3718	1.3817
S4	1.3598	1.3646	1.3797

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4344	1.4240	1.3886
R3	1.4172	1.4068	1.3838
R2	1.4000	1.4000	1.3823
R1	1.3896	1.3896	1.3807	1.3862
PP	1.3828	1.3828	1.3828	1.3812
S1	1.3724	1.3724	1.3775	1.3690
S2	1.3656	1.3656	1.3759
S3	1.3484	1.3552	1.3744
S4	1.3312	1.3380	1.3696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3929	1.3761	0.0168	1.2%	0.0029	0.2%	45%	False	False	8
10	1.3947	1.3761	0.0186	1.3%	0.0034	0.2%	41%	False	False	6
20	1.3947	1.3688	0.0259	1.9%	0.0025	0.2%	58%	False	False	14

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	0.0003
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.4145
2.618	1.4027
1.618	1.3955
1.000	1.3911
0.618	1.3883
HIGH	1.3839
0.618	1.3811
0.500	1.3803
0.382	1.3795
LOW	1.3767
0.618	1.3723
1.000	1.3695
1.618	1.3651
2.618	1.3579
4.250	1.3461

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	1.3826	1.3825
PP	1.3814	1.3812
S1	1.3803	1.3800

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

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