CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	1.2175	1.2184	0.0009	0.1%	1.2255
High	1.2217	1.2184	-0.0033	-0.3%	1.2293
Low	1.2174	1.2129	-0.0045	-0.4%	1.2207
Close	1.2190	1.2134	-0.0056	-0.5%	1.2214
Range	0.0043	0.0055	0.0012	27.9%	0.0086
ATR	0.0063	0.0062	0.0000	-0.2%	0.0000
Volume	39	70	31	79.5%	48

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2314	1.2279	1.2164
R3	1.2259	1.2224	1.2149
R2	1.2204	1.2204	1.2144
R1	1.2169	1.2169	1.2139	1.2159
PP	1.2149	1.2149	1.2149	1.2144
S1	1.2114	1.2114	1.2129	1.2104
S2	1.2094	1.2094	1.2124
S3	1.2039	1.2059	1.2119
S4	1.1984	1.2004	1.2104

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2496	1.2441	1.2261
R3	1.2410	1.2355	1.2238
R2	1.2324	1.2324	1.2230
R1	1.2269	1.2269	1.2222	1.2254
PP	1.2238	1.2238	1.2238	1.2230
S1	1.2183	1.2183	1.2206	1.2168
S2	1.2152	1.2152	1.2198
S3	1.2066	1.2097	1.2190
S4	1.1980	1.2011	1.2167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2251	1.2129	0.0122	1.0%	0.0042	0.3%	4%	False	True	25
10	1.2501	1.2129	0.0372	3.1%	0.0050	0.4%	1%	False	True	24
20	1.2564	1.2129	0.0435	3.6%	0.0047	0.4%	1%	False	True	14
40	1.2612	1.2129	0.0483	4.0%	0.0045	0.4%	1%	False	True	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2418
2.618	1.2328
1.618	1.2273
1.000	1.2239
0.618	1.2218
HIGH	1.2184
0.618	1.2163
0.500	1.2157
0.382	1.2150
LOW	1.2129
0.618	1.2095
1.000	1.2074
1.618	1.2040
2.618	1.1985
4.250	1.1895

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	1.2157	1.2186
PP	1.2149	1.2169
S1	1.2142	1.2151

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

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