CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	1.3696	1.3664	-0.0032	-0.2%	1.3625
High	1.3696	1.3664	-0.0032	-0.2%	1.3661
Low	1.3663	1.3618	-0.0045	-0.3%	1.3611
Close	1.3670	1.3618	-0.0052	-0.4%	1.3661
Range	0.0033	0.0046	0.0013	39.4%	0.0050
ATR	0.0034	0.0035	0.0001	3.7%	0.0000
Volume	14	32	18	128.6%	23

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3771	1.3741	1.3643
R3	1.3725	1.3695	1.3631
R2	1.3679	1.3679	1.3626
R1	1.3649	1.3649	1.3622	1.3641
PP	1.3633	1.3633	1.3633	1.3630
S1	1.3603	1.3603	1.3614	1.3595
S2	1.3587	1.3587	1.3610
S3	1.3541	1.3557	1.3605
S4	1.3495	1.3511	1.3593

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	1.3618	0.0092	0.7%	0.0023	0.2%	0%	False	True	10
10	1.3710	1.3608	0.0102	0.7%	0.0015	0.1%	10%	False	False	21
20	1.3710	1.3530	0.0180	1.3%	0.0021	0.2%	49%	False	False	12
40	1.3989	1.3530	0.0459	3.4%	0.0026	0.2%	19%	False	False	13

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 15 trading days

Fibonacci Retracements and Extensions
4.250	1.3860
2.618	1.3784
1.618	1.3738
1.000	1.3710
0.618	1.3692
HIGH	1.3664
0.618	1.3646
0.500	1.3641
0.382	1.3636
LOW	1.3618
0.618	1.3590
1.000	1.3572
1.618	1.3544
2.618	1.3498
4.250	1.3423

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	1.3641	1.3660
PP	1.3633	1.3646
S1	1.3626	1.3632

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

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