CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	1.2787	1.2757	-0.0030	-0.2%	1.2834
High	1.2790	1.2768	-0.0022	-0.2%	1.2908
Low	1.2703	1.2683	-0.0020	-0.2%	1.2683
Close	1.2755	1.2689	-0.0066	-0.5%	1.2689
Range	0.0087	0.0085	-0.0002	-2.3%	0.0225
ATR	0.0076	0.0076	0.0001	0.9%	0.0000
Volume	279,428	215,880	-63,548	-22.7%	1,076,682

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2968	1.2914	1.2736
R3	1.2883	1.2829	1.2712
R2	1.2798	1.2798	1.2705
R1	1.2744	1.2744	1.2697	1.2729
PP	1.2713	1.2713	1.2713	1.2706
S1	1.2659	1.2659	1.2681	1.2644
S2	1.2628	1.2628	1.2673
S3	1.2543	1.2574	1.2666
S4	1.2458	1.2489	1.2642

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3435	1.3287	1.2813
R3	1.3210	1.3062	1.2751
R2	1.2985	1.2985	1.2730
R1	1.2837	1.2837	1.2710	1.2799
PP	1.2760	1.2760	1.2760	1.2741
S1	1.2612	1.2612	1.2668	1.2574
S2	1.2535	1.2535	1.2648
S3	1.2310	1.2387	1.2627
S4	1.2085	1.2162	1.2565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2908	1.2683	0.0225	1.8%	0.0074	0.6%	3%	False	True	215,336
10	1.3006	1.2683	0.0323	2.5%	0.0084	0.7%	2%	False	True	219,284
20	1.3205	1.2683	0.0522	4.1%	0.0083	0.7%	1%	False	True	156,844
40	1.3451	1.2683	0.0768	6.1%	0.0068	0.5%	1%	False	True	79,440
60	1.3674	1.2683	0.0991	7.8%	0.0059	0.5%	1%	False	True	53,328
80	1.3709	1.2683	0.1026	8.1%	0.0058	0.5%	1%	False	True	40,090
100	1.3980	1.2683	0.1297	10.2%	0.0055	0.4%	0%	False	True	32,138
120	1.3980	1.2683	0.1297	10.2%	0.0051	0.4%	0%	False	True	26,784

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3129
2.618	1.2991
1.618	1.2906
1.000	1.2853
0.618	1.2821
HIGH	1.2768
0.618	1.2736
0.500	1.2726
0.382	1.2715
LOW	1.2683
0.618	1.2630
1.000	1.2598
1.618	1.2545
2.618	1.2460
4.250	1.2322

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	1.2726	1.2777
PP	1.2713	1.2748
S1	1.2701	1.2718

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

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