CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 15-Sep-2014

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	1.2962	1.2977	0.0015	0.1%	1.2990
High	1.3010	1.2977	-0.0033	-0.3%	1.3010
Low	1.2951	1.2960	0.0009	0.1%	1.2906
Close	1.2984	1.2971	-0.0013	-0.1%	1.2984
Range	0.0059	0.0017	-0.0042	-71.2%	0.0104
ATR	0.0049	0.0047	-0.0002	-3.6%	0.0000
Volume	16	28	12	75.0%	79

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3020	1.3013	1.2980
R3	1.3003	1.2996	1.2976
R2	1.2986	1.2986	1.2974
R1	1.2979	1.2979	1.2973	1.2974
PP	1.2969	1.2969	1.2969	1.2967
S1	1.2962	1.2962	1.2969	1.2957
S2	1.2952	1.2952	1.2968
S3	1.2935	1.2945	1.2966
S4	1.2918	1.2928	1.2962

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%	0.0050	0.4%	63%	False	False	18
10	1.3189	1.2906	0.0283	2.2%	0.0057	0.4%	23%	False	False	13
20	1.3386	1.2906	0.0480	3.7%	0.0040	0.3%	14%	False	False	11

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.3049
2.618	1.3022
1.618	1.3005
1.000	1.2994
0.618	1.2988
HIGH	1.2977
0.618	1.2971
0.500	1.2969
0.382	1.2966
LOW	1.2960
0.618	1.2949
1.000	1.2943
1.618	1.2932
2.618	1.2915
4.250	1.2888

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	1.2970	1.2981
PP	1.2969	1.2977
S1	1.2969	1.2974

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

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