CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	1.2906	1.2980	0.0074	0.6%	1.3153
High	1.2988	1.2980	-0.0008	-0.1%	1.3189
Low	1.2906	1.2920	0.0014	0.1%	1.2965
Close	1.2955	1.2942	-0.0013	-0.1%	1.2996
Range	0.0082	0.0060	-0.0022	-26.8%	0.0224
ATR	0.0048	0.0049	0.0001	1.8%	0.0000
Volume	9	23	14	155.6%	25

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3127	1.3095	1.2975
R3	1.3067	1.3035	1.2959
R2	1.3007	1.3007	1.2953
R1	1.2975	1.2975	1.2948	1.2961
PP	1.2947	1.2947	1.2947	1.2941
S1	1.2915	1.2915	1.2937	1.2901
S2	1.2887	1.2887	1.2931
S3	1.2827	1.2855	1.2926
S4	1.2767	1.2795	1.2909

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3722	1.3583	1.3119
R3	1.3498	1.3359	1.3058
R2	1.3274	1.3274	1.3037
R1	1.3135	1.3135	1.3017	1.3093
PP	1.3050	1.3050	1.3050	1.3029
S1	1.2911	1.2911	1.2975	1.2869
S2	1.2826	1.2826	1.2955
S3	1.2602	1.2687	1.2934
S4	1.2378	1.2463	1.2873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3155	1.2906	0.0249	1.9%	0.0085	0.7%	14%	False	False	12
10	1.3240	1.2906	0.0334	2.6%	0.0058	0.4%	11%	False	False	8
20	1.3430	1.2906	0.0524	4.0%	0.0037	0.3%	7%	False	False	8

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3235
2.618	1.3137
1.618	1.3077
1.000	1.3040
0.618	1.3017
HIGH	1.2980
0.618	1.2957
0.500	1.2950
0.382	1.2943
LOW	1.2920
0.618	1.2883
1.000	1.2860
1.618	1.2823
2.618	1.2763
4.250	1.2665

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	1.2950	1.2948
PP	1.2947	1.2946
S1	1.2945	1.2944

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

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