CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	1.3471	1.3438	-0.0033	-0.2%	1.3537
High	1.3477	1.3449	-0.0028	-0.2%	1.3555
Low	1.3429	1.3433	0.0004	0.0%	1.3429
Close	1.3437	1.3440	0.0003	0.0%	1.3437
Range	0.0048	0.0016	-0.0032	-66.7%	0.0126
ATR	0.0044	0.0042	-0.0002	-4.6%	0.0000
Volume	4,171	926	-3,245	-77.8%	6,621

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3489	1.3480	1.3449
R3	1.3473	1.3464	1.3444
R2	1.3457	1.3457	1.3443
R1	1.3448	1.3448	1.3441	1.3453
PP	1.3441	1.3441	1.3441	1.3443
S1	1.3432	1.3432	1.3439	1.3437
S2	1.3425	1.3425	1.3437
S3	1.3409	1.3416	1.3436
S4	1.3393	1.3400	1.3431

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3852	1.3770	1.3506
R3	1.3726	1.3644	1.3472
R2	1.3600	1.3600	1.3460
R1	1.3518	1.3518	1.3449	1.3496
PP	1.3474	1.3474	1.3474	1.3463
S1	1.3392	1.3392	1.3425	1.3370
S2	1.3348	1.3348	1.3414
S3	1.3222	1.3266	1.3402
S4	1.3096	1.3140	1.3368

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3534	1.3429	0.0105	0.8%	0.0039	0.3%	10%	False	False	1,396
10	1.3634	1.3429	0.0205	1.5%	0.0040	0.3%	5%	False	False	938
20	1.3709	1.3429	0.0280	2.1%	0.0040	0.3%	4%	False	False	812
40	1.3709	1.3429	0.0280	2.1%	0.0047	0.4%	4%	False	False	557
60	1.3980	1.3429	0.0551	4.1%	0.0046	0.3%	2%	False	False	482
80	1.3980	1.3429	0.0551	4.1%	0.0043	0.3%	2%	False	False	365
100	1.3980	1.3429	0.0551	4.1%	0.0040	0.3%	2%	False	False	297
120	1.3980	1.3429	0.0551	4.1%	0.0038	0.3%	2%	False	False	251

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3517
2.618	1.3491
1.618	1.3475
1.000	1.3465
0.618	1.3459
HIGH	1.3449
0.618	1.3443
0.500	1.3441
0.382	1.3439
LOW	1.3433
0.618	1.3423
1.000	1.3417
1.618	1.3407
2.618	1.3391
4.250	1.3365

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	1.3441	1.3460
PP	1.3441	1.3453
S1	1.3440	1.3447

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

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