CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 02-Oct-2014

Day Change Summary
	Previous	Current
	01-Oct-2014	02-Oct-2014	Change	Change %	Previous Week
Open	1.2641	1.2653	0.0012	0.1%	1.2886
High	1.2666	1.2723	0.0057	0.5%	1.2903
Low	1.2607	1.2653	0.0046	0.4%	1.2711
Close	1.2636	1.2703	0.0067	0.5%	1.2711
Range	0.0059	0.0070	0.0011	18.6%	0.0192
ATR	0.0060	0.0062	0.0002	3.2%	0.0000
Volume	139	59	-80	-57.6%	192

Daily Pivots for day following 02-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2903	1.2873	1.2742
R3	1.2833	1.2803	1.2722
R2	1.2763	1.2763	1.2716
R1	1.2733	1.2733	1.2709	1.2748
PP	1.2693	1.2693	1.2693	1.2701
S1	1.2663	1.2663	1.2697	1.2678
S2	1.2623	1.2623	1.2690
S3	1.2553	1.2593	1.2684
S4	1.2483	1.2523	1.2665

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	1.2778	1.2605	0.0173	1.4%	0.0068	0.5%	57%	False	False	76
10	1.2944	1.2605	0.0339	2.7%	0.0061	0.5%	29%	False	False	52
20	1.3029	1.2605	0.0424	3.3%	0.0059	0.5%	23%	False	False	34
40	1.3434	1.2605	0.0829	6.5%	0.0043	0.3%	12%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3021
2.618	1.2906
1.618	1.2836
1.000	1.2793
0.618	1.2766
HIGH	1.2723
0.618	1.2696
0.500	1.2688
0.382	1.2680
LOW	1.2653
0.618	1.2610
1.000	1.2583
1.618	1.2540
2.618	1.2470
4.250	1.2356

Fisher Pivots for day following 02-Oct-2014
Pivot	1 day	3 day
R1	1.2698	1.2690
PP	1.2693	1.2677
S1	1.2688	1.2664

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

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