CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 06-Oct-2014

Day Change Summary
	Previous	Current
	03-Oct-2014	06-Oct-2014	Change	Change %	Previous Week
Open	1.2688	1.2554	-0.0134	-1.1%	1.2697
High	1.2688	1.2695	0.0007	0.1%	1.2735
Low	1.2528	1.2554	0.0026	0.2%	1.2528
Close	1.2537	1.2655	0.0118	0.9%	1.2537
Range	0.0160	0.0141	-0.0019	-11.9%	0.0207
ATR	0.0070	0.0076	0.0006	9.0%	0.0000
Volume	49	123	74	151.0%	358

Daily Pivots for day following 06-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3058	1.2997	1.2733
R3	1.2917	1.2856	1.2694
R2	1.2776	1.2776	1.2681
R1	1.2715	1.2715	1.2668	1.2746
PP	1.2635	1.2635	1.2635	1.2650
S1	1.2574	1.2574	1.2642	1.2605
S2	1.2494	1.2494	1.2629
S3	1.2353	1.2433	1.2616
S4	1.2212	1.2292	1.2577

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3221	1.3086	1.2651
R3	1.3014	1.2879	1.2594
R2	1.2807	1.2807	1.2575
R1	1.2672	1.2672	1.2556	1.2636
PP	1.2600	1.2600	1.2600	1.2582
S1	1.2465	1.2465	1.2518	1.2429
S2	1.2393	1.2393	1.2499
S3	1.2186	1.2258	1.2480
S4	1.1979	1.2051	1.2423

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2723	1.2528	0.0195	1.5%	0.0107	0.8%	65%	False	False	83
10	1.2903	1.2528	0.0375	3.0%	0.0080	0.6%	34%	False	False	66
20	1.3029	1.2528	0.0501	4.0%	0.0069	0.5%	25%	False	False	41
40	1.3430	1.2528	0.0902	7.1%	0.0050	0.4%	14%	False	False	24

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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3294
2.618	1.3064
1.618	1.2923
1.000	1.2836
0.618	1.2782
HIGH	1.2695
0.618	1.2641
0.500	1.2625
0.382	1.2608
LOW	1.2554
0.618	1.2467
1.000	1.2413
1.618	1.2326
2.618	1.2185
4.250	1.1955

Fisher Pivots for day following 06-Oct-2014
Pivot	1 day	3 day
R1	1.2645	1.2645
PP	1.2635	1.2635
S1	1.2625	1.2626

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

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