CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	1.3617	1.3614	-0.0003	0.0%	1.3640
High	1.3617	1.3668	0.0051	0.4%	1.3660
Low	1.3608	1.3552	-0.0056	-0.4%	1.3601
Close	1.3608	1.3668	0.0060	0.4%	1.3642
Range	0.0009	0.0116	0.0107	1,188.9%	0.0059
ATR	0.0037	0.0042	0.0006	15.4%	0.0000
Volume	6	2	-4	-66.7%	39

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3977	1.3939	1.3732
R3	1.3861	1.3823	1.3700
R2	1.3745	1.3745	1.3689
R1	1.3707	1.3707	1.3679	1.3726
PP	1.3629	1.3629	1.3629	1.3639
S1	1.3591	1.3591	1.3657	1.3610
S2	1.3513	1.3513	1.3647
S3	1.3397	1.3475	1.3636
S4	1.3281	1.3359	1.3604

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	1.3668	1.3552	0.0116	0.8%	0.0037	0.3%	100%	True	True	3
10	1.3685	1.3552	0.0133	1.0%	0.0024	0.2%	87%	False	True	8
20	1.3989	1.3552	0.0437	3.2%	0.0032	0.2%	27%	False	True	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.4161
2.618	1.3972
1.618	1.3856
1.000	1.3784
0.618	1.3740
HIGH	1.3668
0.618	1.3624
0.500	1.3610
0.382	1.3596
LOW	1.3552
0.618	1.3480
1.000	1.3436
1.618	1.3364
2.618	1.3248
4.250	1.3059

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	1.3649	1.3649
PP	1.3629	1.3629
S1	1.3610	1.3610

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

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