CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	1.3549	1.3545	-0.0004	0.0%	1.3634
High	1.3549	1.3547	-0.0002	0.0%	1.3637
Low	1.3520	1.3533	0.0013	0.1%	1.3520
Close	1.3539	1.3536	-0.0003	0.0%	1.3539
Range	0.0029	0.0014	-0.0015	-51.7%	0.0117
ATR	0.0031	0.0030	-0.0001	-4.0%	0.0000
Volume	60	11	-49	-81.7%	163

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3581	1.3572	1.3544
R3	1.3567	1.3558	1.3540
R2	1.3553	1.3553	1.3539
R1	1.3544	1.3544	1.3537	1.3542
PP	1.3539	1.3539	1.3539	1.3537
S1	1.3530	1.3530	1.3535	1.3528
S2	1.3525	1.3525	1.3533
S3	1.3511	1.3516	1.3532
S4	1.3497	1.3502	1.3528

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3916	1.3845	1.3603
R3	1.3799	1.3728	1.3571
R2	1.3682	1.3682	1.3560
R1	1.3611	1.3611	1.3550	1.3588
PP	1.3565	1.3565	1.3565	1.3554
S1	1.3494	1.3494	1.3528	1.3471
S2	1.3448	1.3448	1.3518
S3	1.3331	1.3377	1.3507
S4	1.3214	1.3260	1.3475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3606	1.3520	0.0086	0.6%	0.0017	0.1%	19%	False	False	33
10	1.3664	1.3520	0.0144	1.1%	0.0019	0.1%	11%	False	False	35
20	1.3710	1.3520	0.0190	1.4%	0.0018	0.1%	8%	False	False	23
40	1.3710	1.3520	0.0190	1.4%	0.0021	0.2%	8%	False	False	18

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3607
2.618	1.3584
1.618	1.3570
1.000	1.3561
0.618	1.3556
HIGH	1.3547
0.618	1.3542
0.500	1.3540
0.382	1.3538
LOW	1.3533
0.618	1.3524
1.000	1.3519
1.618	1.3510
2.618	1.3496
4.250	1.3474

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	1.3540	1.3536
PP	1.3539	1.3535
S1	1.3537	1.3535

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

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