CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	1.2312	1.2255	-0.0057	-0.5%	1.2456
High	1.2320	1.2293	-0.0027	-0.2%	1.2564
Low	1.2258	1.2255	-0.0003	0.0%	1.2258
Close	1.2263	1.2258	-0.0005	0.0%	1.2263
Range	0.0062	0.0038	-0.0024	-38.7%	0.0306
ATR	0.0074	0.0071	-0.0003	-3.5%	0.0000
Volume	32	14	-18	-56.3%	114

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2383	1.2358	1.2279
R3	1.2345	1.2320	1.2268
R2	1.2307	1.2307	1.2265
R1	1.2282	1.2282	1.2261	1.2295
PP	1.2269	1.2269	1.2269	1.2275
S1	1.2244	1.2244	1.2255	1.2257
S2	1.2231	1.2231	1.2251
S3	1.2193	1.2206	1.2248
S4	1.2155	1.2168	1.2237

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3280	1.3077	1.2431
R3	1.2974	1.2771	1.2347
R2	1.2668	1.2668	1.2319
R1	1.2465	1.2465	1.2291	1.2414
PP	1.2362	1.2362	1.2362	1.2336
S1	1.2159	1.2159	1.2235	1.2108
S2	1.2056	1.2056	1.2207
S3	1.1750	1.1853	1.2179
S4	1.1444	1.1547	1.2095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2564	1.2255	0.0309	2.5%	0.0066	0.5%	1%	False	True	21
10	1.2564	1.2255	0.0309	2.5%	0.0050	0.4%	1%	False	True	13
20	1.2564	1.2255	0.0309	2.5%	0.0042	0.3%	1%	False	True	7
40	1.2800	1.2255	0.0545	4.4%	0.0043	0.4%	1%	False	True	5

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	0.0004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2455
2.618	1.2392
1.618	1.2354
1.000	1.2331
0.618	1.2316
HIGH	1.2293
0.618	1.2278
0.500	1.2274
0.382	1.2270
LOW	1.2255
0.618	1.2232
1.000	1.2217
1.618	1.2194
2.618	1.2156
4.250	1.2094

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	1.2274	1.2308
PP	1.2269	1.2291
S1	1.2263	1.2275

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

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