CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	1.3163	1.3155	-0.0008	-0.1%	1.3212
High	1.3189	1.3155	-0.0034	-0.3%	1.3240
Low	1.3163	1.2974	-0.0189	-1.4%	1.3165
Close	1.3176	1.2974	-0.0202	-1.5%	1.3165
Range	0.0026	0.0181	0.0155	596.2%	0.0075
ATR	0.0032	0.0044	0.0012	38.3%	0.0000
Volume	3	9	6	200.0%	54

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3577	1.3457	1.3074
R3	1.3396	1.3276	1.3024
R2	1.3215	1.3215	1.3007
R1	1.3095	1.3095	1.2991	1.3065
PP	1.3034	1.3034	1.3034	1.3019
S1	1.2914	1.2914	1.2957	1.2884
S2	1.2853	1.2853	1.2941
S3	1.2672	1.2733	1.2924
S4	1.2491	1.2552	1.2874

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	1.2974	0.0266	2.1%	0.0062	0.5%	0%	False	True	6
10	1.3306	1.2974	0.0332	2.6%	0.0045	0.3%	0%	False	True	7
20	1.3434	1.2974	0.0460	3.5%	0.0027	0.2%	0%	False	True	6

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	0.0002
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.3924
2.618	1.3629
1.618	1.3448
1.000	1.3336
0.618	1.3267
HIGH	1.3155
0.618	1.3086
0.500	1.3065
0.382	1.3043
LOW	1.2974
0.618	1.2862
1.000	1.2793
1.618	1.2681
2.618	1.2500
4.250	1.2205

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	1.3065	1.3082
PP	1.3034	1.3046
S1	1.3004	1.3010

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

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