CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 09-Jul-2014

Day Change Summary
	Previous	Current
	08-Jul-2014	09-Jul-2014	Change	Change %	Previous Week
Open	1.3627	1.3647	0.0020	0.1%	1.3710
High	1.3633	1.3664	0.0031	0.2%	1.3710
Low	1.3627	1.3637	0.0010	0.1%	1.3618
Close	1.3628	1.3664	0.0036	0.3%	1.3618
Range	0.0006	0.0027	0.0021	350.0%	0.0092
ATR	0.0032	0.0032	0.0000	0.9%	0.0000
Volume	118	14	-104	-88.1%	50

Daily Pivots for day following 09-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3736	1.3727	1.3679
R3	1.3709	1.3700	1.3671
R2	1.3682	1.3682	1.3669
R1	1.3673	1.3673	1.3666	1.3678
PP	1.3655	1.3655	1.3655	1.3657
S1	1.3646	1.3646	1.3662	1.3651
S2	1.3628	1.3628	1.3659
S3	1.3601	1.3619	1.3657
S4	1.3574	1.3592	1.3649

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3925	1.3863	1.3669
R3	1.3833	1.3771	1.3643
R2	1.3741	1.3741	1.3635
R1	1.3679	1.3679	1.3626	1.3664
PP	1.3649	1.3649	1.3649	1.3641
S1	1.3587	1.3587	1.3610	1.3572
S2	1.3557	1.3557	1.3601
S3	1.3465	1.3495	1.3593
S4	1.3373	1.3403	1.3567

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3696	1.3611	0.0085	0.6%	0.0025	0.2%	62%	False	False	45
10	1.3710	1.3611	0.0099	0.7%	0.0018	0.1%	54%	False	False	23
20	1.3710	1.3530	0.0180	1.3%	0.0017	0.1%	74%	False	False	20
40	1.3753	1.3530	0.0223	1.6%	0.0022	0.2%	60%	False	False	16

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	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3779
2.618	1.3735
1.618	1.3708
1.000	1.3691
0.618	1.3681
HIGH	1.3664
0.618	1.3654
0.500	1.3651
0.382	1.3647
LOW	1.3637
0.618	1.3620
1.000	1.3610
1.618	1.3593
2.618	1.3566
4.250	1.3522

Fisher Pivots for day following 09-Jul-2014
Pivot	1 day	3 day
R1	1.3660	1.3655
PP	1.3655	1.3646
S1	1.3651	1.3638

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

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