CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	1.3739	1.3745	0.0006	0.0%	1.3789
High	1.3751	1.3798	0.0047	0.3%	1.3839
Low	1.3739	1.3745	0.0006	0.0%	1.3739
Close	1.3751	1.3774	0.0023	0.2%	1.3751
Range	0.0012	0.0053	0.0041	341.7%	0.0100
ATR	0.0047	0.0048	0.0000	0.9%	0.0000
Volume	81	77	-4	-4.9%	162

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3931	1.3906	1.3803
R3	1.3878	1.3853	1.3789
R2	1.3825	1.3825	1.3784
R1	1.3800	1.3800	1.3779	1.3813
PP	1.3772	1.3772	1.3772	1.3779
S1	1.3747	1.3747	1.3769	1.3760
S2	1.3719	1.3719	1.3764
S3	1.3666	1.3694	1.3759
S4	1.3613	1.3641	1.3745

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4076	1.4014	1.3806
R3	1.3976	1.3914	1.3779
R2	1.3876	1.3876	1.3769
R1	1.3814	1.3814	1.3760	1.3795
PP	1.3776	1.3776	1.3776	1.3767
S1	1.3714	1.3714	1.3742	1.3695
S2	1.3676	1.3676	1.3733
S3	1.3576	1.3614	1.3724
S4	1.3476	1.3514	1.3696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3826	1.3739	0.0087	0.6%	0.0033	0.2%	40%	False	False	47
10	1.3929	1.3739	0.0190	1.4%	0.0031	0.2%	18%	False	False	27
20	1.3947	1.3736	0.0211	1.5%	0.0027	0.2%	18%	False	False	19
40	1.3947	1.3496	0.0451	3.3%	0.0029	0.2%	62%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4023
2.618	1.3937
1.618	1.3884
1.000	1.3851
0.618	1.3831
HIGH	1.3798
0.618	1.3778
0.500	1.3772
0.382	1.3765
LOW	1.3745
0.618	1.3712
1.000	1.3692
1.618	1.3659
2.618	1.3606
4.250	1.3520

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	1.3773	1.3772
PP	1.3772	1.3770
S1	1.3772	1.3769

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

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