CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	1.2886	1.2880	-0.0006	0.0%	1.2977
High	1.2886	1.2903	0.0017	0.1%	1.3029
Low	1.2855	1.2875	0.0020	0.2%	1.2865
Close	1.2866	1.2886	0.0020	0.2%	1.2868
Range	0.0031	0.0028	-0.0003	-9.7%	0.0164
ATR	0.0054	0.0053	-0.0001	-2.3%	0.0000
Volume	13	15	2	15.4%	100

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2972	1.2957	1.2901
R3	1.2944	1.2929	1.2894
R2	1.2916	1.2916	1.2891
R1	1.2901	1.2901	1.2889	1.2909
PP	1.2888	1.2888	1.2888	1.2892
S1	1.2873	1.2873	1.2883	1.2881
S2	1.2860	1.2860	1.2881
S3	1.2832	1.2845	1.2878
S4	1.2804	1.2817	1.2871

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	1.3010	1.2855	0.0155	1.2%	0.0064	0.5%	20%	False	False	19
10	1.3029	1.2855	0.0174	1.4%	0.0053	0.4%	18%	False	False	18
20	1.3240	1.2855	0.0385	3.0%	0.0053	0.4%	8%	False	False	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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3022
2.618	1.2976
1.618	1.2948
1.000	1.2931
0.618	1.2920
HIGH	1.2903
0.618	1.2892
0.500	1.2889
0.382	1.2886
LOW	1.2875
0.618	1.2858
1.000	1.2847
1.618	1.2830
2.618	1.2802
4.250	1.2756

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	1.2889	1.2900
PP	1.2888	1.2895
S1	1.2887	1.2891

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

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