CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 18-Jun-2014

Day Change Summary
	Previous	Current
	17-Jun-2014	18-Jun-2014	Change	Change %	Previous Week
Open	1.3600	1.3586	-0.0014	-0.1%	1.3645
High	1.3600	1.3590	-0.0010	-0.1%	1.3645
Low	1.3561	1.3576	0.0015	0.1%	1.3530
Close	1.3561	1.3576	0.0015	0.1%	1.3551
Range	0.0039	0.0014	-0.0025	-64.1%	0.0115
ATR	0.0040	0.0039	-0.0001	-2.0%	0.0000
Volume	1	2	1	100.0%	13

Daily Pivots for day following 18-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3623	1.3613	1.3584
R3	1.3609	1.3599	1.3580
R2	1.3595	1.3595	1.3579
R1	1.3585	1.3585	1.3577	1.3583
PP	1.3581	1.3581	1.3581	1.3580
S1	1.3571	1.3571	1.3575	1.3569
S2	1.3567	1.3567	1.3573
S3	1.3553	1.3557	1.3572
S4	1.3539	1.3543	1.3568

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3920	1.3851	1.3614
R3	1.3805	1.3736	1.3583
R2	1.3690	1.3690	1.3572
R1	1.3621	1.3621	1.3562	1.3598
PP	1.3575	1.3575	1.3575	1.3564
S1	1.3506	1.3506	1.3540	1.3483
S2	1.3460	1.3460	1.3530
S3	1.3345	1.3391	1.3519
S4	1.3230	1.3276	1.3488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3600	1.3530	0.0070	0.5%	0.0021	0.2%	66%	False	False	2
10	1.3680	1.3530	0.0150	1.1%	0.0035	0.3%	31%	False	False	3
20	1.3685	1.3530	0.0155	1.1%	0.0025	0.2%	30%	False	False	6

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3650
2.618	1.3627
1.618	1.3613
1.000	1.3604
0.618	1.3599
HIGH	1.3590
0.618	1.3585
0.500	1.3583
0.382	1.3581
LOW	1.3576
0.618	1.3567
1.000	1.3562
1.618	1.3553
2.618	1.3539
4.250	1.3517

Fisher Pivots for day following 18-Jun-2014
Pivot	1 day	3 day
R1	1.3583	1.3581
PP	1.3581	1.3579
S1	1.3578	1.3578

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

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