CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	1.2720	1.2670	-0.0050	-0.4%	1.2554
High	1.2720	1.2778	0.0058	0.5%	1.2800
Low	1.2632	1.2661	0.0029	0.2%	1.2554
Close	1.2637	1.2689	0.0052	0.4%	1.2637
Range	0.0088	0.0117	0.0029	33.0%	0.0246
ATR	0.0084	0.0088	0.0004	4.9%	0.0000
Volume	36	23	-13	-36.1%	316

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3060	1.2992	1.2753
R3	1.2943	1.2875	1.2721
R2	1.2826	1.2826	1.2710
R1	1.2758	1.2758	1.2700	1.2792
PP	1.2709	1.2709	1.2709	1.2727
S1	1.2641	1.2641	1.2678	1.2675
S2	1.2592	1.2592	1.2668
S3	1.2475	1.2524	1.2657
S4	1.2358	1.2407	1.2625

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	1.2596	0.0204	1.6%	0.0108	0.9%	46%	False	False	43
10	1.2800	1.2528	0.0272	2.1%	0.0108	0.9%	59%	False	False	63
20	1.3029	1.2528	0.0501	3.9%	0.0084	0.7%	32%	False	False	48
40	1.3386	1.2528	0.0858	6.8%	0.0062	0.5%	19%	False	False	29

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3275
2.618	1.3084
1.618	1.2967
1.000	1.2895
0.618	1.2850
HIGH	1.2778
0.618	1.2733
0.500	1.2720
0.382	1.2706
LOW	1.2661
0.618	1.2589
1.000	1.2544
1.618	1.2472
2.618	1.2355
4.250	1.2164

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	1.2720	1.2716
PP	1.2709	1.2707
S1	1.2699	1.2698

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

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