CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	1.3817	1.3739	-0.0078	-0.6%	1.3891
High	1.3817	1.3747	-0.0070	-0.5%	1.3933
Low	1.3790	1.3739	-0.0051	-0.4%	1.3761
Close	1.3790	1.3747	-0.0043	-0.3%	1.3791
Range	0.0027	0.0008	-0.0019	-70.4%	0.0172
ATR	0.0050	0.0050	0.0000	0.2%	0.0000
Volume	6	17	11	183.3%	45

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3768	1.3766	1.3751
R3	1.3760	1.3758	1.3749
R2	1.3752	1.3752	1.3748
R1	1.3750	1.3750	1.3748	1.3751
PP	1.3744	1.3744	1.3744	1.3745
S1	1.3742	1.3742	1.3746	1.3743
S2	1.3736	1.3736	1.3746
S3	1.3728	1.3734	1.3745
S4	1.3720	1.3726	1.3743

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	1.3839	1.3739	0.0100	0.7%	0.0038	0.3%	8%	False	True	20
10	1.3933	1.3739	0.0194	1.4%	0.0034	0.2%	4%	False	True	12
20	1.3947	1.3736	0.0211	1.5%	0.0025	0.2%	5%	False	False	13
40	1.3947	1.3493	0.0454	3.3%	0.0029	0.2%	56%	False	False	28

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0004
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3781
2.618	1.3768
1.618	1.3760
1.000	1.3755
0.618	1.3752
HIGH	1.3747
0.618	1.3744
0.500	1.3743
0.382	1.3742
LOW	1.3739
0.618	1.3734
1.000	1.3731
1.618	1.3726
2.618	1.3718
4.250	1.3705

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	1.3746	1.3783
PP	1.3744	1.3771
S1	1.3743	1.3759

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

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