CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 07-Oct-2014

Day Change Summary
	Previous	Current
	06-Oct-2014	07-Oct-2014	Change	Change %	Previous Week
Open	1.2554	1.2662	0.0108	0.9%	1.2697
High	1.2695	1.2703	0.0008	0.1%	1.2735
Low	1.2554	1.2596	0.0042	0.3%	1.2528
Close	1.2655	1.2691	0.0036	0.3%	1.2537
Range	0.0141	0.0107	-0.0034	-24.1%	0.0207
ATR	0.0076	0.0078	0.0002	2.9%	0.0000
Volume	123	35	-88	-71.5%	358

Daily Pivots for day following 07-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2984	1.2945	1.2750
R3	1.2877	1.2838	1.2720
R2	1.2770	1.2770	1.2711
R1	1.2731	1.2731	1.2701	1.2751
PP	1.2663	1.2663	1.2663	1.2673
S1	1.2624	1.2624	1.2681	1.2644
S2	1.2556	1.2556	1.2671
S3	1.2449	1.2517	1.2662
S4	1.2342	1.2410	1.2632

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%	84%	False	False	81
10	1.2871	1.2528	0.0343	2.7%	0.0088	0.7%	48%	False	False	68
20	1.3029	1.2528	0.0501	3.9%	0.0070	0.6%	33%	False	False	43
40	1.3430	1.2528	0.0902	7.1%	0.0052	0.4%	18%	False	False	25

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3158
2.618	1.2983
1.618	1.2876
1.000	1.2810
0.618	1.2769
HIGH	1.2703
0.618	1.2662
0.500	1.2650
0.382	1.2637
LOW	1.2596
0.618	1.2530
1.000	1.2489
1.618	1.2423
2.618	1.2316
4.250	1.2141

Fisher Pivots for day following 07-Oct-2014
Pivot	1 day	3 day
R1	1.2677	1.2666
PP	1.2663	1.2641
S1	1.2650	1.2616

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

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