CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 04-Apr-2014

Day Change Summary
	Previous	Current
	03-Apr-2014	04-Apr-2014	Change	Change %	Previous Week
Open	1.3784	1.3705	-0.0079	-0.6%	1.3745
High	1.3784	1.3705	-0.0079	-0.6%	1.3801
Low	1.3703	1.3689	-0.0014	-0.1%	1.3689
Close	1.3711	1.3699	-0.0012	-0.1%	1.3699
Range	0.0081	0.0016	-0.0065	-80.2%	0.0112
ATR	0.0048	0.0046	-0.0002	-3.9%	0.0000
Volume	10	16	6	60.0%	266

Daily Pivots for day following 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3746	1.3738	1.3708
R3	1.3730	1.3722	1.3703
R2	1.3714	1.3714	1.3702
R1	1.3706	1.3706	1.3700	1.3702
PP	1.3698	1.3698	1.3698	1.3696
S1	1.3690	1.3690	1.3698	1.3686
S2	1.3682	1.3682	1.3696
S3	1.3666	1.3674	1.3695
S4	1.3650	1.3658	1.3690

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4066	1.3994	1.3761
R3	1.3954	1.3882	1.3730
R2	1.3842	1.3842	1.3720
R1	1.3770	1.3770	1.3709	1.3750
PP	1.3730	1.3730	1.3730	1.3720
S1	1.3658	1.3658	1.3689	1.3638
S2	1.3618	1.3618	1.3678
S3	1.3506	1.3546	1.3668
S4	1.3394	1.3434	1.3637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3801	1.3689	0.0112	0.8%	0.0040	0.3%	9%	False	True	53
10	1.3839	1.3689	0.0150	1.1%	0.0039	0.3%	7%	False	True	42
20	1.3947	1.3689	0.0258	1.9%	0.0033	0.2%	4%	False	True	24
40	1.3947	1.3567	0.0380	2.8%	0.0029	0.2%	35%	False	False	23

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3773
2.618	1.3747
1.618	1.3731
1.000	1.3721
0.618	1.3715
HIGH	1.3705
0.618	1.3699
0.500	1.3697
0.382	1.3695
LOW	1.3689
0.618	1.3679
1.000	1.3673
1.618	1.3663
2.618	1.3647
4.250	1.3621

Fisher Pivots for day following 04-Apr-2014
Pivot	1 day	3 day
R1	1.3698	1.3745
PP	1.3698	1.3730
S1	1.3697	1.3714

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

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