CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	1.2977	1.2990	0.0013	0.1%	1.2990
High	1.2977	1.3029	0.0052	0.4%	1.3010
Low	1.2960	1.2990	0.0030	0.2%	1.2906
Close	1.2971	1.2994	0.0023	0.2%	1.2984
Range	0.0017	0.0039	0.0022	129.4%	0.0104
ATR	0.0047	0.0048	0.0001	1.7%	0.0000
Volume	28	5	-23	-82.1%	79

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3121	1.3097	1.3015
R3	1.3082	1.3058	1.3005
R2	1.3043	1.3043	1.3001
R1	1.3019	1.3019	1.2998	1.3031
PP	1.3004	1.3004	1.3004	1.3011
S1	1.2980	1.2980	1.2990	1.2992
S2	1.2965	1.2965	1.2987
S3	1.2926	1.2941	1.2983
S4	1.2887	1.2902	1.2973

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	1.3029	1.2920	0.0109	0.8%	0.0041	0.3%	68%	True	False	18
10	1.3189	1.2906	0.0283	2.2%	0.0060	0.5%	31%	False	False	13
20	1.3350	1.2906	0.0444	3.4%	0.0042	0.3%	20%	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	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	1.3195
2.618	1.3131
1.618	1.3092
1.000	1.3068
0.618	1.3053
HIGH	1.3029
0.618	1.3014
0.500	1.3010
0.382	1.3005
LOW	1.2990
0.618	1.2966
1.000	1.2951
1.618	1.2927
2.618	1.2888
4.250	1.2824

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	1.3010	1.2993
PP	1.3004	1.2991
S1	1.2999	1.2990

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

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