CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 25-Jun-2014

Day Change Summary
	Previous	Current
	24-Jun-2014	25-Jun-2014	Change	Change %	Previous Week
Open	1.3618	1.3657	0.0039	0.3%	1.3588
High	1.3618	1.3657	0.0039	0.3%	1.3645
Low	1.3618	1.3643	0.0025	0.2%	1.3561
Close	1.3618	1.3643	0.0025	0.2%	1.3608
Range	0.0000	0.0014	0.0014		0.0084
ATR	0.0035	0.0036	0.0000	0.8%	0.0000
Volume	3	3	0	0.0%	148

Daily Pivots for day following 25-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3690	1.3680	1.3651
R3	1.3676	1.3666	1.3647
R2	1.3662	1.3662	1.3646
R1	1.3652	1.3652	1.3644	1.3650
PP	1.3648	1.3648	1.3648	1.3647
S1	1.3638	1.3638	1.3642	1.3636
S2	1.3634	1.3634	1.3640
S3	1.3620	1.3624	1.3639
S4	1.3606	1.3610	1.3635

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	1.3657	1.3608	0.0049	0.4%	0.0013	0.1%	71%	True	False	32
10	1.3657	1.3530	0.0127	0.9%	0.0017	0.1%	89%	True	False	17
20	1.3680	1.3530	0.0150	1.1%	0.0024	0.2%	75%	False	False	10
40	1.3989	1.3530	0.0459	3.4%	0.0029	0.2%	25%	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	1.3717
2.618	1.3694
1.618	1.3680
1.000	1.3671
0.618	1.3666
HIGH	1.3657
0.618	1.3652
0.500	1.3650
0.382	1.3648
LOW	1.3643
0.618	1.3634
1.000	1.3629
1.618	1.3620
2.618	1.3606
4.250	1.3584

Fisher Pivots for day following 25-Jun-2014
Pivot	1 day	3 day
R1	1.3650	1.3640
PP	1.3648	1.3637
S1	1.3645	1.3634

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

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