CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 02-Jul-2014

Day Change Summary
	Previous	Current
	01-Jul-2014	02-Jul-2014	Change	Change %	Previous Week
Open	1.3701	1.3696	-0.0005	0.0%	1.3625
High	1.3701	1.3696	-0.0005	0.0%	1.3661
Low	1.3695	1.3663	-0.0032	-0.2%	1.3611
Close	1.3695	1.3670	-0.0025	-0.2%	1.3661
Range	0.0006	0.0033	0.0027	450.0%	0.0050
ATR	0.0034	0.0034	0.0000	-0.3%	0.0000
Volume	2	14	12	600.0%	23

Daily Pivots for day following 02-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3775	1.3756	1.3688
R3	1.3742	1.3723	1.3679
R2	1.3709	1.3709	1.3676
R1	1.3690	1.3690	1.3673	1.3683
PP	1.3676	1.3676	1.3676	1.3673
S1	1.3657	1.3657	1.3667	1.3650
S2	1.3643	1.3643	1.3664
S3	1.3610	1.3624	1.3661
S4	1.3577	1.3591	1.3652

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3794	1.3778	1.3689
R3	1.3744	1.3728	1.3675
R2	1.3694	1.3694	1.3670
R1	1.3678	1.3678	1.3666	1.3686
PP	1.3644	1.3644	1.3644	1.3649
S1	1.3628	1.3628	1.3656	1.3636
S2	1.3594	1.3594	1.3652
S3	1.3544	1.3578	1.3647
S4	1.3494	1.3528	1.3634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3710	1.3623	0.0087	0.6%	0.0014	0.1%	54%	False	False	4
10	1.3710	1.3608	0.0102	0.7%	0.0013	0.1%	61%	False	False	18
20	1.3710	1.3530	0.0180	1.3%	0.0024	0.2%	78%	False	False	10
40	1.3989	1.3530	0.0459	3.4%	0.0025	0.2%	31%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3836
2.618	1.3782
1.618	1.3749
1.000	1.3729
0.618	1.3716
HIGH	1.3696
0.618	1.3683
0.500	1.3680
0.382	1.3676
LOW	1.3663
0.618	1.3643
1.000	1.3630
1.618	1.3610
2.618	1.3577
4.250	1.3523

Fisher Pivots for day following 02-Jul-2014
Pivot	1 day	3 day
R1	1.3680	1.3687
PP	1.3676	1.3681
S1	1.3673	1.3676

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

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