CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	1.3620	1.3625	0.0005	0.0%	1.3588
High	1.3620	1.3625	0.0005	0.0%	1.3645
Low	1.3608	1.3611	0.0003	0.0%	1.3561
Close	1.3608	1.3619	0.0011	0.1%	1.3608
Range	0.0012	0.0014	0.0002	16.7%	0.0084
ATR	0.0039	0.0038	-0.0002	-4.1%	0.0000
Volume	141	13	-128	-90.8%	148

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3660	1.3654	1.3627
R3	1.3646	1.3640	1.3623
R2	1.3632	1.3632	1.3622
R1	1.3626	1.3626	1.3620	1.3622
PP	1.3618	1.3618	1.3618	1.3617
S1	1.3612	1.3612	1.3618	1.3608
S2	1.3604	1.3604	1.3616
S3	1.3590	1.3598	1.3615
S4	1.3576	1.3584	1.3611

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3857	1.3816	1.3654
R3	1.3773	1.3732	1.3631
R2	1.3689	1.3689	1.3623
R1	1.3648	1.3648	1.3616	1.3669
PP	1.3605	1.3605	1.3605	1.3615
S1	1.3564	1.3564	1.3600	1.3585
S2	1.3521	1.3521	1.3593
S3	1.3437	1.3480	1.3585
S4	1.3353	1.3396	1.3562

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3645	1.3561	0.0084	0.6%	0.0021	0.2%	69%	False	False	31
10	1.3645	1.3530	0.0115	0.8%	0.0022	0.2%	77%	False	False	17
20	1.3680	1.3530	0.0150	1.1%	0.0025	0.2%	59%	False	False	12

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	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3685
2.618	1.3662
1.618	1.3648
1.000	1.3639
0.618	1.3634
HIGH	1.3625
0.618	1.3620
0.500	1.3618
0.382	1.3616
LOW	1.3611
0.618	1.3602
1.000	1.3597
1.618	1.3588
2.618	1.3574
4.250	1.3552

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	1.3619	1.3627
PP	1.3618	1.3624
S1	1.3618	1.3622

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

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