CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	1.2640	1.2684	0.0044	0.3%	1.2693
High	1.2712	1.2684	-0.0028	-0.2%	1.2730
Low	1.2630	1.2516	-0.0114	-0.9%	1.2516
Close	1.2690	1.2524	-0.0166	-1.3%	1.2524
Range	0.0082	0.0168	0.0086	104.9%	0.0214
ATR	0.0070	0.0078	0.0007	10.6%	0.0000
Volume	757	1,102	345	45.6%	3,470

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3079	1.2969	1.2616
R3	1.2911	1.2801	1.2570
R2	1.2743	1.2743	1.2555
R1	1.2633	1.2633	1.2539	1.2604
PP	1.2575	1.2575	1.2575	1.2560
S1	1.2465	1.2465	1.2509	1.2436
S2	1.2407	1.2407	1.2493
S3	1.2239	1.2297	1.2478
S4	1.2071	1.2129	1.2432

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3232	1.3092	1.2642
R3	1.3018	1.2878	1.2583
R2	1.2804	1.2804	1.2563
R1	1.2664	1.2664	1.2544	1.2627
PP	1.2590	1.2590	1.2590	1.2572
S1	1.2450	1.2450	1.2504	1.2413
S2	1.2376	1.2376	1.2485
S3	1.2162	1.2236	1.2465
S4	1.1948	1.2022	1.2406

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2730	1.2516	0.0214	1.7%	0.0096	0.8%	4%	False	True	694
10	1.2916	1.2516	0.0400	3.2%	0.0082	0.7%	2%	False	True	544
20	1.3010	1.2516	0.0494	3.9%	0.0078	0.6%	2%	False	True	463
40	1.3436	1.2516	0.0920	7.3%	0.0061	0.5%	1%	False	True	298
60	1.3637	1.2516	0.1121	9.0%	0.0046	0.4%	1%	False	True	214
80	1.3710	1.2516	0.1194	9.5%	0.0039	0.3%	1%	False	True	166
100	1.3735	1.2516	0.1219	9.7%	0.0036	0.3%	1%	False	True	135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.3398
2.618	1.3124
1.618	1.2956
1.000	1.2852
0.618	1.2788
HIGH	1.2684
0.618	1.2620
0.500	1.2600
0.382	1.2580
LOW	1.2516
0.618	1.2412
1.000	1.2348
1.618	1.2244
2.618	1.2076
4.250	1.1802

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	1.2600	1.2614
PP	1.2575	1.2584
S1	1.2549	1.2554

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

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