CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 25-Sep-2014

Day Change Summary
	Previous	Current
	24-Sep-2014	25-Sep-2014	Change	Change %	Previous Week
Open	1.2871	1.2801	-0.0070	-0.5%	1.2977
High	1.2871	1.2801	-0.0070	-0.5%	1.3029
Low	1.2806	1.2738	-0.0068	-0.5%	1.2865
Close	1.2809	1.2777	-0.0032	-0.2%	1.2868
Range	0.0065	0.0063	-0.0002	-3.1%	0.0164
ATR	0.0055	0.0056	0.0001	2.1%	0.0000
Volume	21	72	51	242.9%	100

Daily Pivots for day following 25-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2961	1.2932	1.2812
R3	1.2898	1.2869	1.2794
R2	1.2835	1.2835	1.2789
R1	1.2806	1.2806	1.2783	1.2789
PP	1.2772	1.2772	1.2772	1.2764
S1	1.2743	1.2743	1.2771	1.2726
S2	1.2709	1.2709	1.2765
S3	1.2646	1.2680	1.2760
S4	1.2583	1.2617	1.2742

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	1.2944	1.2738	0.0206	1.6%	0.0053	0.4%	19%	False	True	29
10	1.3029	1.2738	0.0291	2.3%	0.0056	0.4%	13%	False	True	23
20	1.3240	1.2738	0.0502	3.9%	0.0057	0.4%	8%	False	True	17

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3069
2.618	1.2966
1.618	1.2903
1.000	1.2864
0.618	1.2840
HIGH	1.2801
0.618	1.2777
0.500	1.2770
0.382	1.2762
LOW	1.2738
0.618	1.2699
1.000	1.2675
1.618	1.2636
2.618	1.2573
4.250	1.2470

Fisher Pivots for day following 25-Sep-2014
Pivot	1 day	3 day
R1	1.2775	1.2821
PP	1.2772	1.2806
S1	1.2770	1.2792

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

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