CME Euro FX (E) Future June 2015

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

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	1.3153	1.3163	0.0010	0.1%	1.3212
High	1.3159	1.3189	0.0030	0.2%	1.3240
Low	1.3149	1.3163	0.0014	0.1%	1.3165
Close	1.3159	1.3176	0.0017	0.1%	1.3165
Range	0.0010	0.0026	0.0016	160.0%	0.0075
ATR	0.0032	0.0032	0.0000	-0.4%	0.0000
Volume	3	3	0	0.0%	54

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3254	1.3241	1.3190
R3	1.3228	1.3215	1.3183
R2	1.3202	1.3202	1.3181
R1	1.3189	1.3189	1.3178	1.3196
PP	1.3176	1.3176	1.3176	1.3179
S1	1.3163	1.3163	1.3174	1.3170
S2	1.3150	1.3150	1.3171
S3	1.3124	1.3137	1.3169
S4	1.3098	1.3111	1.3162

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3415	1.3365	1.3206
R3	1.3340	1.3290	1.3186
R2	1.3265	1.3265	1.3179
R1	1.3215	1.3215	1.3172	1.3203
PP	1.3190	1.3190	1.3190	1.3184
S1	1.3140	1.3140	1.3158	1.3128
S2	1.3115	1.3115	1.3151
S3	1.3040	1.3065	1.3144
S4	1.2965	1.2990	1.3124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3240	1.3149	0.0091	0.7%	0.0032	0.2%	30%	False	False	5
10	1.3306	1.3149	0.0157	1.2%	0.0027	0.2%	17%	False	False	6
20	1.3434	1.3149	0.0285	2.2%	0.0018	0.1%	9%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3300
2.618	1.3257
1.618	1.3231
1.000	1.3215
0.618	1.3205
HIGH	1.3189
0.618	1.3179
0.500	1.3176
0.382	1.3173
LOW	1.3163
0.618	1.3147
1.000	1.3137
1.618	1.3121
2.618	1.3095
4.250	1.3053

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	1.3176	1.3185
PP	1.3176	1.3182
S1	1.3176	1.3179

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

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