CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	1.2813	1.2758	-0.0055	-0.4%	1.2647
High	1.2850	1.2828	-0.0022	-0.2%	1.2896
Low	1.2764	1.2749	-0.0015	-0.1%	1.2638
Close	1.2787	1.2822	0.0035	0.3%	1.2787
Range	0.0086	0.0079	-0.0007	-8.1%	0.0258
ATR	0.0107	0.0105	-0.0002	-1.9%	0.0000
Volume	1,008	442	-566	-56.2%	5,338

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3037	1.3008	1.2865
R3	1.2958	1.2929	1.2844
R2	1.2879	1.2879	1.2836
R1	1.2850	1.2850	1.2829	1.2865
PP	1.2800	1.2800	1.2800	1.2807
S1	1.2771	1.2771	1.2815	1.2786
S2	1.2721	1.2721	1.2808
S3	1.2642	1.2692	1.2800
S4	1.2563	1.2613	1.2779

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3548	1.3425	1.2929
R3	1.3290	1.3167	1.2858
R2	1.3032	1.3032	1.2834
R1	1.2909	1.2909	1.2811	1.2971
PP	1.2774	1.2774	1.2774	1.2804
S1	1.2651	1.2651	1.2763	1.2713
S2	1.2516	1.2516	1.2740
S3	1.2258	1.2393	1.2716
S4	1.2000	1.2135	1.2645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2896	1.2638	0.0258	2.0%	0.0131	1.0%	71%	False	False	1,039
10	1.2896	1.2601	0.0295	2.3%	0.0122	1.0%	75%	False	False	1,023
20	1.2916	1.2516	0.0400	3.1%	0.0108	0.8%	77%	False	False	812
40	1.3225	1.2516	0.0709	5.5%	0.0086	0.7%	43%	False	False	532
60	1.3453	1.2516	0.0937	7.3%	0.0067	0.5%	33%	False	False	394
80	1.3710	1.2516	0.1194	9.3%	0.0055	0.4%	26%	False	False	302
100	1.3710	1.2516	0.1194	9.3%	0.0049	0.4%	26%	False	False	244
120	1.3989	1.2516	0.1473	11.5%	0.0045	0.4%	21%	False	False	206

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	True
Bull Hook	False
Stretch	0.0026
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.3164
2.618	1.3035
1.618	1.2956
1.000	1.2907
0.618	1.2877
HIGH	1.2828
0.618	1.2798
0.500	1.2789
0.382	1.2779
LOW	1.2749
0.618	1.2700
1.000	1.2670
1.618	1.2621
2.618	1.2542
4.250	1.2413

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	1.2811	1.2812
PP	1.2800	1.2802
S1	1.2789	1.2793

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

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