CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	1.3660	1.3645	-0.0015	-0.1%	1.3623
High	1.3680	1.3645	-0.0035	-0.3%	1.3680
Low	1.3658	1.3598	-0.0060	-0.4%	1.3552
Close	1.3658	1.3598	-0.0060	-0.4%	1.3658
Range	0.0022	0.0047	0.0025	113.6%	0.0128
ATR	0.0041	0.0042	0.0001	3.3%	0.0000
Volume	13	4	-9	-69.2%	29

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3755	1.3723	1.3624
R3	1.3708	1.3676	1.3611
R2	1.3661	1.3661	1.3607
R1	1.3629	1.3629	1.3602	1.3622
PP	1.3614	1.3614	1.3614	1.3610
S1	1.3582	1.3582	1.3594	1.3575
S2	1.3567	1.3567	1.3589
S3	1.3520	1.3535	1.3585
S4	1.3473	1.3488	1.3572

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4014	1.3964	1.3728
R3	1.3886	1.3836	1.3693
R2	1.3758	1.3758	1.3681
R1	1.3708	1.3708	1.3670	1.3733
PP	1.3630	1.3630	1.3630	1.3643
S1	1.3580	1.3580	1.3646	1.3605
S2	1.3502	1.3502	1.3635
S3	1.3374	1.3452	1.3623
S4	1.3246	1.3324	1.3588

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3680	1.3552	0.0128	0.9%	0.0039	0.3%	36%	False	False	6
10	1.3680	1.3552	0.0128	0.9%	0.0028	0.2%	36%	False	False	7
20	1.3758	1.3552	0.0206	1.5%	0.0025	0.2%	22%	False	False	13

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3845
2.618	1.3768
1.618	1.3721
1.000	1.3692
0.618	1.3674
HIGH	1.3645
0.618	1.3627
0.500	1.3622
0.382	1.3616
LOW	1.3598
0.618	1.3569
1.000	1.3551
1.618	1.3522
2.618	1.3475
4.250	1.3398

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	1.3622	1.3616
PP	1.3614	1.3610
S1	1.3606	1.3604

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

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