CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	1.3544	1.3536	-0.0008	-0.1%	1.3611
High	1.3544	1.3541	-0.0003	0.0%	1.3664
Low	1.3536	1.3535	-0.0001	0.0%	1.3605
Close	1.3538	1.3541	0.0003	0.0%	1.3625
Range	0.0008	0.0006	-0.0002	-25.0%	0.0059
ATR	0.0034	0.0032	-0.0002	-5.9%	0.0000
Volume	47	30	-17	-36.2%	226

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3557	1.3555	1.3544
R3	1.3551	1.3549	1.3543
R2	1.3545	1.3545	1.3542
R1	1.3543	1.3543	1.3542	1.3544
PP	1.3539	1.3539	1.3539	1.3540
S1	1.3537	1.3537	1.3540	1.3538
S2	1.3533	1.3533	1.3540
S3	1.3527	1.3531	1.3539
S4	1.3521	1.3525	1.3538

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	1.3637	1.3535	0.0102	0.8%	0.0012	0.1%	6%	False	True	28
10	1.3664	1.3535	0.0129	1.0%	0.0021	0.2%	5%	False	True	36
20	1.3710	1.3535	0.0175	1.3%	0.0017	0.1%	3%	False	True	27
40	1.3710	1.3530	0.0180	1.3%	0.0021	0.2%	6%	False	False	16

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3567
2.618	1.3557
1.618	1.3551
1.000	1.3547
0.618	1.3545
HIGH	1.3541
0.618	1.3539
0.500	1.3538
0.382	1.3537
LOW	1.3535
0.618	1.3531
1.000	1.3529
1.618	1.3525
2.618	1.3519
4.250	1.3510

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	1.3540	1.3571
PP	1.3539	1.3561
S1	1.3538	1.3551

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

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