CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	1.3545	1.3478	-0.0067	-0.5%	1.3634
High	1.3547	1.3479	-0.0068	-0.5%	1.3637
Low	1.3533	1.3478	-0.0055	-0.4%	1.3520
Close	1.3536	1.3479	-0.0057	-0.4%	1.3539
Range	0.0014	0.0001	-0.0013	-92.9%	0.0117
ATR	0.0030	0.0032	0.0002	6.6%	0.0000
Volume	11	74	63	572.7%	163

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3482	1.3481	1.3480
R3	1.3481	1.3480	1.3479
R2	1.3480	1.3480	1.3479
R1	1.3479	1.3479	1.3479	1.3480
PP	1.3479	1.3479	1.3479	1.3479
S1	1.3478	1.3478	1.3479	1.3479
S2	1.3478	1.3478	1.3479
S3	1.3477	1.3477	1.3479
S4	1.3476	1.3476	1.3478

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	1.3549	1.3478	0.0071	0.5%	0.0012	0.1%	1%	False	True	44
10	1.3664	1.3478	0.0186	1.4%	0.0019	0.1%	1%	False	True	30
20	1.3710	1.3478	0.0232	1.7%	0.0017	0.1%	0%	False	True	26
40	1.3710	1.3478	0.0232	1.7%	0.0021	0.2%	0%	False	True	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0002
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.3483
2.618	1.3482
1.618	1.3481
1.000	1.3480
0.618	1.3480
HIGH	1.3479
0.618	1.3479
0.500	1.3479
0.382	1.3478
LOW	1.3478
0.618	1.3477
1.000	1.3477
1.618	1.3476
2.618	1.3475
4.250	1.3474

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	1.3479	1.3514
PP	1.3479	1.3502
S1	1.3479	1.3491

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

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