CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	1.3363	1.3356	-0.0007	-0.1%	1.3449
High	1.3390	1.3379	-0.0011	-0.1%	1.3453
Low	1.3356	1.3356	0.0000	0.0%	1.3385
Close	1.3390	1.3371	-0.0019	-0.1%	1.3440
Range	0.0034	0.0023	-0.0011	-32.4%	0.0068
ATR	0.0030	0.0031	0.0000	0.9%	0.0000
Volume	204	5	-199	-97.5%	387

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3438	1.3427	1.3384
R3	1.3415	1.3404	1.3377
R2	1.3392	1.3392	1.3375
R1	1.3381	1.3381	1.3373	1.3387
PP	1.3369	1.3369	1.3369	1.3371
S1	1.3358	1.3358	1.3369	1.3364
S2	1.3346	1.3346	1.3367
S3	1.3323	1.3335	1.3365
S4	1.3300	1.3312	1.3358

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3630	1.3603	1.3477
R3	1.3562	1.3535	1.3459
R2	1.3494	1.3494	1.3452
R1	1.3467	1.3467	1.3446	1.3447
PP	1.3426	1.3426	1.3426	1.3416
S1	1.3399	1.3399	1.3434	1.3379
S2	1.3358	1.3358	1.3428
S3	1.3290	1.3331	1.3421
S4	1.3222	1.3263	1.3403

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3446	1.3356	0.0090	0.7%	0.0030	0.2%	17%	False	True	107
10	1.3458	1.3356	0.0102	0.8%	0.0022	0.2%	15%	False	True	63
20	1.3637	1.3356	0.0281	2.1%	0.0017	0.1%	5%	False	True	48
40	1.3710	1.3356	0.0354	2.6%	0.0018	0.1%	4%	False	True	34
60	1.3735	1.3356	0.0379	2.8%	0.0020	0.2%	4%	False	True	27

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3477
2.618	1.3439
1.618	1.3416
1.000	1.3402
0.618	1.3393
HIGH	1.3379
0.618	1.3370
0.500	1.3368
0.382	1.3365
LOW	1.3356
0.618	1.3342
1.000	1.3333
1.618	1.3319
2.618	1.3296
4.250	1.3258

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	1.3370	1.3386
PP	1.3369	1.3381
S1	1.3368	1.3376

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

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