CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 17-Sep-2014

Day Change Summary
	Previous	Current
	16-Sep-2014	17-Sep-2014	Change	Change %	Previous Week
Open	1.2990	1.2995	0.0005	0.0%	1.2990
High	1.3029	1.3010	-0.0019	-0.1%	1.3010
Low	1.2990	1.2910	-0.0080	-0.6%	1.2906
Close	1.2994	1.2950	-0.0044	-0.3%	1.2984
Range	0.0039	0.0100	0.0061	156.4%	0.0104
ATR	0.0048	0.0052	0.0004	7.8%	0.0000
Volume	5	7	2	40.0%	79

Daily Pivots for day following 17-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3257	1.3203	1.3005
R3	1.3157	1.3103	1.2978
R2	1.3057	1.3057	1.2968
R1	1.3003	1.3003	1.2959	1.2980
PP	1.2957	1.2957	1.2957	1.2945
S1	1.2903	1.2903	1.2941	1.2880
S2	1.2857	1.2857	1.2932
S3	1.2757	1.2803	1.2923
S4	1.2657	1.2703	1.2895

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	1.2910	0.0119	0.9%	0.0049	0.4%	34%	False	True	14
10	1.3155	1.2906	0.0249	1.9%	0.0067	0.5%	18%	False	False	13
20	1.3306	1.2906	0.0400	3.1%	0.0047	0.4%	11%	False	False	10

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	0.0003
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.3435
2.618	1.3272
1.618	1.3172
1.000	1.3110
0.618	1.3072
HIGH	1.3010
0.618	1.2972
0.500	1.2960
0.382	1.2948
LOW	1.2910
0.618	1.2848
1.000	1.2810
1.618	1.2748
2.618	1.2648
4.250	1.2485

Fisher Pivots for day following 17-Sep-2014
Pivot	1 day	3 day
R1	1.2960	1.2970
PP	1.2957	1.2963
S1	1.2953	1.2957

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

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