CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	1.3621	1.3634	0.0013	0.1%	1.3611
High	1.3625	1.3637	0.0012	0.1%	1.3664
Low	1.3621	1.3623	0.0002	0.0%	1.3605
Close	1.3625	1.3635	0.0010	0.1%	1.3625
Range	0.0004	0.0014	0.0010	250.0%	0.0059
ATR	0.0032	0.0031	-0.0001	-4.0%	0.0000
Volume	41	7	-34	-82.9%	226

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3674	1.3668	1.3643
R3	1.3660	1.3654	1.3639
R2	1.3646	1.3646	1.3638
R1	1.3640	1.3640	1.3636	1.3643
PP	1.3632	1.3632	1.3632	1.3633
S1	1.3626	1.3626	1.3634	1.3629
S2	1.3618	1.3618	1.3632
S3	1.3604	1.3612	1.3631
S4	1.3590	1.3598	1.3627

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3808	1.3776	1.3657
R3	1.3749	1.3717	1.3641
R2	1.3690	1.3690	1.3636
R1	1.3658	1.3658	1.3630	1.3674
PP	1.3631	1.3631	1.3631	1.3640
S1	1.3599	1.3599	1.3620	1.3615
S2	1.3572	1.3572	1.3614
S3	1.3513	1.3540	1.3609
S4	1.3454	1.3481	1.3593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3664	1.3605	0.0059	0.4%	0.0022	0.2%	51%	False	False	37
10	1.3710	1.3605	0.0105	0.8%	0.0021	0.2%	29%	False	False	28
20	1.3710	1.3561	0.0149	1.1%	0.0018	0.1%	50%	False	False	22
40	1.3735	1.3530	0.0205	1.5%	0.0021	0.2%	51%	False	False	17

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3697
2.618	1.3674
1.618	1.3660
1.000	1.3651
0.618	1.3646
HIGH	1.3637
0.618	1.3632
0.500	1.3630
0.382	1.3628
LOW	1.3623
0.618	1.3614
1.000	1.3609
1.618	1.3600
2.618	1.3586
4.250	1.3564

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	1.3633	1.3635
PP	1.3632	1.3635
S1	1.3630	1.3635

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

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