CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	1.2957	1.2962	0.0005	0.0%	1.2990
High	1.2983	1.3010	0.0027	0.2%	1.3010
Low	1.2952	1.2951	-0.0001	0.0%	1.2906
Close	1.2961	1.2984	0.0023	0.2%	1.2984
Range	0.0031	0.0059	0.0028	90.3%	0.0104
ATR	0.0048	0.0049	0.0001	1.6%	0.0000
Volume	18	16	-2	-11.1%	79

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3159	1.3130	1.3016
R3	1.3100	1.3071	1.3000
R2	1.3041	1.3041	1.2995
R1	1.3012	1.3012	1.2989	1.3027
PP	1.2982	1.2982	1.2982	1.2989
S1	1.2953	1.2953	1.2979	1.2968
S2	1.2923	1.2923	1.2973
S3	1.2864	1.2894	1.2968
S4	1.2805	1.2835	1.2952

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3279	1.3235	1.3041
R3	1.3175	1.3131	1.3013
R2	1.3071	1.3071	1.3003
R1	1.3027	1.3027	1.2994	1.2997
PP	1.2967	1.2967	1.2967	1.2952
S1	1.2923	1.2923	1.2974	1.2893
S2	1.2863	1.2863	1.2965
S3	1.2759	1.2819	1.2955
S4	1.2655	1.2715	1.2927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3010	1.2906	0.0104	0.8%	0.0056	0.4%	75%	True	False	15
10	1.3220	1.2906	0.0314	2.4%	0.0060	0.5%	25%	False	False	11
20	1.3421	1.2906	0.0515	4.0%	0.0039	0.3%	15%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	1.3261
2.618	1.3164
1.618	1.3105
1.000	1.3069
0.618	1.3046
HIGH	1.3010
0.618	1.2987
0.500	1.2981
0.382	1.2974
LOW	1.2951
0.618	1.2915
1.000	1.2892
1.618	1.2856
2.618	1.2797
4.250	1.2700

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	1.2983	1.2978
PP	1.2982	1.2971
S1	1.2981	1.2965

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

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