CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	1.2480	1.2326	-0.0154	-1.2%	1.2304
High	1.2501	1.2360	-0.0141	-1.1%	1.2490
Low	1.2362	1.2319	-0.0043	-0.3%	1.2296
Close	1.2362	1.2319	-0.0043	-0.3%	1.2484
Range	0.0139	0.0041	-0.0098	-70.5%	0.0194
ATR	0.0077	0.0074	-0.0002	-3.1%	0.0000
Volume	30	19	-11	-36.7%	14

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2456	1.2428	1.2342
R3	1.2415	1.2387	1.2330
R2	1.2374	1.2374	1.2327
R1	1.2346	1.2346	1.2323	1.2340
PP	1.2333	1.2333	1.2333	1.2329
S1	1.2305	1.2305	1.2315	1.2299
S2	1.2292	1.2292	1.2311
S3	1.2251	1.2264	1.2308
S4	1.2210	1.2223	1.2296

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3005	1.2939	1.2591
R3	1.2811	1.2745	1.2537
R2	1.2617	1.2617	1.2520
R1	1.2551	1.2551	1.2502	1.2584
PP	1.2423	1.2423	1.2423	1.2440
S1	1.2357	1.2357	1.2466	1.2390
S2	1.2229	1.2229	1.2448
S3	1.2035	1.2163	1.2431
S4	1.1841	1.1969	1.2377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2564	1.2319	0.0245	2.0%	0.0056	0.5%	0%	False	True	16
10	1.2564	1.2296	0.0268	2.2%	0.0048	0.4%	9%	False	False	9
20	1.2584	1.2296	0.0288	2.3%	0.0042	0.3%	8%	False	False	6

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2534
2.618	1.2467
1.618	1.2426
1.000	1.2401
0.618	1.2385
HIGH	1.2360
0.618	1.2344
0.500	1.2340
0.382	1.2335
LOW	1.2319
0.618	1.2294
1.000	1.2278
1.618	1.2253
2.618	1.2212
4.250	1.2145

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	1.2340	1.2442
PP	1.2333	1.2401
S1	1.2326	1.2360

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

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