CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 16-Oct-2014

Day Change Summary
	Previous	Current
	15-Oct-2014	16-Oct-2014	Change	Change %	Previous Week
Open	1.2655	1.2840	0.0185	1.5%	1.2554
High	1.2865	1.2850	-0.0015	-0.1%	1.2800
Low	1.2655	1.2755	0.0100	0.8%	1.2554
Close	1.2799	1.2824	0.0025	0.2%	1.2637
Range	0.0210	0.0095	-0.0115	-54.8%	0.0246
ATR	0.0096	0.0096	0.0000	0.0%	0.0000
Volume	54	78	24	44.4%	316

Daily Pivots for day following 16-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3095	1.3054	1.2876
R3	1.3000	1.2959	1.2850
R2	1.2905	1.2905	1.2841
R1	1.2864	1.2864	1.2833	1.2837
PP	1.2810	1.2810	1.2810	1.2796
S1	1.2769	1.2769	1.2815	1.2742
S2	1.2715	1.2715	1.2807
S3	1.2620	1.2674	1.2798
S4	1.2525	1.2579	1.2772

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	1.2865	1.2632	0.0233	1.8%	0.0117	0.9%	82%	False	False	45
10	1.2865	1.2528	0.0337	2.6%	0.0122	1.0%	88%	False	False	55
20	1.2944	1.2528	0.0416	3.2%	0.0091	0.7%	71%	False	False	54
40	1.3306	1.2528	0.0778	6.1%	0.0071	0.6%	38%	False	False	32

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3254
2.618	1.3099
1.618	1.3004
1.000	1.2945
0.618	1.2909
HIGH	1.2850
0.618	1.2814
0.500	1.2803
0.382	1.2791
LOW	1.2755
0.618	1.2696
1.000	1.2660
1.618	1.2601
2.618	1.2506
4.250	1.2351

Fisher Pivots for day following 16-Oct-2014
Pivot	1 day	3 day
R1	1.2817	1.2803
PP	1.2810	1.2781
S1	1.2803	1.2760

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

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