CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	1.3745	1.3791	0.0046	0.3%	1.3789
High	1.3798	1.3791	-0.0007	-0.1%	1.3839
Low	1.3745	1.3787	0.0042	0.3%	1.3739
Close	1.3774	1.3789	0.0015	0.1%	1.3751
Range	0.0053	0.0004	-0.0049	-92.5%	0.0100
ATR	0.0048	0.0045	-0.0002	-4.6%	0.0000
Volume	77	75	-2	-2.6%	162

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3801	1.3799	1.3791
R3	1.3797	1.3795	1.3790
R2	1.3793	1.3793	1.3790
R1	1.3791	1.3791	1.3789	1.3790
PP	1.3789	1.3789	1.3789	1.3789
S1	1.3787	1.3787	1.3789	1.3786
S2	1.3785	1.3785	1.3788
S3	1.3781	1.3783	1.3788
S4	1.3777	1.3779	1.3787

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	1.3817	1.3739	0.0078	0.6%	0.0021	0.2%	64%	False	False	51
10	1.3843	1.3739	0.0104	0.8%	0.0032	0.2%	48%	False	False	35
20	1.3947	1.3736	0.0211	1.5%	0.0027	0.2%	25%	False	False	22
40	1.3947	1.3505	0.0442	3.2%	0.0028	0.2%	64%	False	False	21

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0003
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3808
2.618	1.3801
1.618	1.3797
1.000	1.3795
0.618	1.3793
HIGH	1.3791
0.618	1.3789
0.500	1.3789
0.382	1.3789
LOW	1.3787
0.618	1.3785
1.000	1.3783
1.618	1.3781
2.618	1.3777
4.250	1.3770

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	1.3789	1.3782
PP	1.3789	1.3775
S1	1.3789	1.3769

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

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