CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 06-Jan-2015

Day Change Summary
	Previous	Current
	05-Jan-2015	06-Jan-2015	Change	Change %	Previous Week
Open	1.1960	1.2000	0.0040	0.3%	1.2215
High	1.2003	1.2000	-0.0003	0.0%	1.2243
Low	1.1930	1.1924	-0.0006	-0.1%	1.2042
Close	1.1976	1.1950	-0.0026	-0.2%	1.2042
Range	0.0073	0.0076	0.0003	4.1%	0.0201
ATR	0.0068	0.0069	0.0001	0.8%	0.0000
Volume	50	109	59	118.0%	117

Daily Pivots for day following 06-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2186	1.2144	1.1992
R3	1.2110	1.2068	1.1971
R2	1.2034	1.2034	1.1964
R1	1.1992	1.1992	1.1957	1.1975
PP	1.1958	1.1958	1.1958	1.1950
S1	1.1916	1.1916	1.1943	1.1899
S2	1.1882	1.1882	1.1936
S3	1.1806	1.1840	1.1929
S4	1.1730	1.1764	1.1908

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2712	1.2578	1.2153
R3	1.2511	1.2377	1.2097
R2	1.2310	1.2310	1.2079
R1	1.2176	1.2176	1.2060	1.2143
PP	1.2109	1.2109	1.2109	1.2092
S1	1.1975	1.1975	1.2024	1.1942
S2	1.1908	1.1908	1.2005
S3	1.1707	1.1774	1.1987
S4	1.1506	1.1573	1.1931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2217	1.1924	0.0293	2.5%	0.0061	0.5%	9%	False	True	54
10	1.2293	1.1924	0.0369	3.1%	0.0046	0.4%	7%	False	True	32
20	1.2564	1.1924	0.0640	5.4%	0.0049	0.4%	4%	False	True	22
40	1.2610	1.1924	0.0686	5.7%	0.0044	0.4%	4%	False	True	13

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 12 trading days

Fibonacci Retracements and Extensions
4.250	1.2323
2.618	1.2199
1.618	1.2123
1.000	1.2076
0.618	1.2047
HIGH	1.2000
0.618	1.1971
0.500	1.1962
0.382	1.1953
LOW	1.1924
0.618	1.1877
1.000	1.1848
1.618	1.1801
2.618	1.1725
4.250	1.1601

Fisher Pivots for day following 06-Jan-2015
Pivot	1 day	3 day
R1	1.1962	1.2012
PP	1.1958	1.1991
S1	1.1954	1.1971

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

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