CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 10-Oct-2014

Day Change Summary
	Previous	Current
	09-Oct-2014	10-Oct-2014	Change	Change %	Previous Week
Open	1.2766	1.2720	-0.0046	-0.4%	1.2554
High	1.2800	1.2720	-0.0080	-0.6%	1.2800
Low	1.2690	1.2632	-0.0058	-0.5%	1.2554
Close	1.2712	1.2637	-0.0075	-0.6%	1.2637
Range	0.0110	0.0088	-0.0022	-20.0%	0.0246
ATR	0.0083	0.0084	0.0000	0.4%	0.0000
Volume	71	36	-35	-49.3%	316

Daily Pivots for day following 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2927	1.2870	1.2685
R3	1.2839	1.2782	1.2661
R2	1.2751	1.2751	1.2653
R1	1.2694	1.2694	1.2645	1.2679
PP	1.2663	1.2663	1.2663	1.2655
S1	1.2606	1.2606	1.2629	1.2591
S2	1.2575	1.2575	1.2621
S3	1.2487	1.2518	1.2613
S4	1.2399	1.2430	1.2589

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3402	1.3265	1.2772
R3	1.3156	1.3019	1.2705
R2	1.2910	1.2910	1.2682
R1	1.2773	1.2773	1.2660	1.2842
PP	1.2664	1.2664	1.2664	1.2698
S1	1.2527	1.2527	1.2614	1.2596
S2	1.2418	1.2418	1.2592
S3	1.2172	1.2281	1.2569
S4	1.1926	1.2035	1.2502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2800	1.2554	0.0246	1.9%	0.0113	0.9%	34%	False	False	63
10	1.2800	1.2528	0.0272	2.2%	0.0100	0.8%	40%	False	False	67
20	1.3029	1.2528	0.0501	4.0%	0.0079	0.6%	22%	False	False	48
40	1.3421	1.2528	0.0893	7.1%	0.0059	0.5%	12%	False	False	29

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3094
2.618	1.2950
1.618	1.2862
1.000	1.2808
0.618	1.2774
HIGH	1.2720
0.618	1.2686
0.500	1.2676
0.382	1.2666
LOW	1.2632
0.618	1.2578
1.000	1.2544
1.618	1.2490
2.618	1.2402
4.250	1.2258

Fisher Pivots for day following 10-Oct-2014
Pivot	1 day	3 day
R1	1.2676	1.2716
PP	1.2663	1.2690
S1	1.2650	1.2663

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

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