CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	1.2929	1.2886	-0.0043	-0.3%	1.2977
High	1.2944	1.2886	-0.0058	-0.4%	1.3029
Low	1.2865	1.2855	-0.0010	-0.1%	1.2865
Close	1.2868	1.2866	-0.0002	0.0%	1.2868
Range	0.0079	0.0031	-0.0048	-60.8%	0.0164
ATR	0.0056	0.0054	-0.0002	-3.2%	0.0000
Volume	27	13	-14	-51.9%	100

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2962	1.2945	1.2883
R3	1.2931	1.2914	1.2875
R2	1.2900	1.2900	1.2872
R1	1.2883	1.2883	1.2869	1.2876
PP	1.2869	1.2869	1.2869	1.2866
S1	1.2852	1.2852	1.2863	1.2845
S2	1.2838	1.2838	1.2860
S3	1.2807	1.2821	1.2857
S4	1.2776	1.2790	1.2849

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3413	1.3304	1.2958
R3	1.3249	1.3140	1.2913
R2	1.3085	1.3085	1.2898
R1	1.2976	1.2976	1.2883	1.2949
PP	1.2921	1.2921	1.2921	1.2907
S1	1.2812	1.2812	1.2853	1.2785
S2	1.2757	1.2757	1.2838
S3	1.2593	1.2648	1.2823
S4	1.2429	1.2484	1.2778

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3029	1.2855	0.0174	1.4%	0.0066	0.5%	6%	False	True	17
10	1.3029	1.2855	0.0174	1.4%	0.0058	0.5%	6%	False	True	17
20	1.3240	1.2855	0.0385	3.0%	0.0053	0.4%	3%	False	True	13

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3018
2.618	1.2967
1.618	1.2936
1.000	1.2917
0.618	1.2905
HIGH	1.2886
0.618	1.2874
0.500	1.2871
0.382	1.2867
LOW	1.2855
0.618	1.2836
1.000	1.2824
1.618	1.2805
2.618	1.2774
4.250	1.2723

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	1.2871	1.2904
PP	1.2869	1.2891
S1	1.2868	1.2879

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

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