CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	1.2765	1.2697	-0.0068	-0.5%	1.2886
High	1.2778	1.2735	-0.0043	-0.3%	1.2903
Low	1.2711	1.2697	-0.0014	-0.1%	1.2711
Close	1.2711	1.2723	0.0012	0.1%	1.2711
Range	0.0067	0.0038	-0.0029	-43.3%	0.0192
ATR	0.0057	0.0055	-0.0001	-2.4%	0.0000
Volume	71	62	-9	-12.7%	192

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2832	1.2816	1.2744
R3	1.2794	1.2778	1.2733
R2	1.2756	1.2756	1.2730
R1	1.2740	1.2740	1.2726	1.2748
PP	1.2718	1.2718	1.2718	1.2723
S1	1.2702	1.2702	1.2720	1.2710
S2	1.2680	1.2680	1.2716
S3	1.2642	1.2664	1.2713
S4	1.2604	1.2626	1.2702

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3351	1.3223	1.2817
R3	1.3159	1.3031	1.2764
R2	1.2967	1.2967	1.2746
R1	1.2839	1.2839	1.2729	1.2807
PP	1.2775	1.2775	1.2775	1.2759
S1	1.2647	1.2647	1.2693	1.2615
S2	1.2583	1.2583	1.2676
S3	1.2391	1.2455	1.2658
S4	1.2199	1.2263	1.2605

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2903	1.2697	0.0206	1.6%	0.0052	0.4%	13%	False	True	48
10	1.3029	1.2697	0.0332	2.6%	0.0059	0.5%	8%	False	True	32
20	1.3189	1.2697	0.0492	3.9%	0.0058	0.5%	5%	False	True	22
40	1.3440	1.2697	0.0743	5.8%	0.0037	0.3%	3%	False	True	16

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0.0005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2897
2.618	1.2834
1.618	1.2796
1.000	1.2773
0.618	1.2758
HIGH	1.2735
0.618	1.2720
0.500	1.2716
0.382	1.2712
LOW	1.2697
0.618	1.2674
1.000	1.2659
1.618	1.2636
2.618	1.2598
4.250	1.2536

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	1.2721	1.2749
PP	1.2718	1.2740
S1	1.2716	1.2732

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

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