CME Euro FX (E) Future March 2015

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

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	1.3632	1.3617	-0.0015	-0.1%	1.3640
High	1.3632	1.3617	-0.0015	-0.1%	1.3660
Low	1.3632	1.3608	-0.0024	-0.2%	1.3601
Close	1.3632	1.3608	-0.0024	-0.2%	1.3642
Range	0.0000	0.0009	0.0009		0.0059
ATR	0.0038	0.0037	-0.0001	-2.6%	0.0000
Volume	6	6	0	0.0%	39

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3638	1.3632	1.3613
R3	1.3629	1.3623	1.3610
R2	1.3620	1.3620	1.3610
R1	1.3614	1.3614	1.3609	1.3613
PP	1.3611	1.3611	1.3611	1.3610
S1	1.3605	1.3605	1.3607	1.3604
S2	1.3602	1.3602	1.3606
S3	1.3593	1.3596	1.3606
S4	1.3584	1.3587	1.3603

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3811	1.3786	1.3674
R3	1.3752	1.3727	1.3658
R2	1.3693	1.3693	1.3653
R1	1.3668	1.3668	1.3647	1.3681
PP	1.3634	1.3634	1.3634	1.3641
S1	1.3609	1.3609	1.3637	1.3622
S2	1.3575	1.3575	1.3631
S3	1.3516	1.3550	1.3626
S4	1.3457	1.3491	1.3610

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3642	1.3600	0.0042	0.3%	0.0014	0.1%	19%	False	False	3
10	1.3685	1.3600	0.0085	0.6%	0.0015	0.1%	9%	False	False	9
20	1.3989	1.3600	0.0389	2.9%	0.0026	0.2%	2%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3655
2.618	1.3641
1.618	1.3632
1.000	1.3626
0.618	1.3623
HIGH	1.3617
0.618	1.3614
0.500	1.3613
0.382	1.3611
LOW	1.3608
0.618	1.3602
1.000	1.3599
1.618	1.3593
2.618	1.3584
4.250	1.3570

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	1.3613	1.3616
PP	1.3611	1.3613
S1	1.3610	1.3611

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

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