CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 13-Jan-2015

Day Change Summary
	Previous	Current
	12-Jan-2015	13-Jan-2015	Change	Change %	Previous Week
Open	1.1900	1.1850	-0.0050	-0.4%	1.1960
High	1.1900	1.1850	-0.0050	-0.4%	1.2003
Low	1.1820	1.1794	-0.0026	-0.2%	1.1800
Close	1.1874	1.1798	-0.0076	-0.6%	1.1876
Range	0.0080	0.0056	-0.0024	-30.0%	0.0203
ATR	0.0072	0.0072	0.0001	0.8%	0.0000
Volume	158	24	-134	-84.8%	426

Daily Pivots for day following 13-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1982	1.1946	1.1829
R3	1.1926	1.1890	1.1813
R2	1.1870	1.1870	1.1808
R1	1.1834	1.1834	1.1803	1.1824
PP	1.1814	1.1814	1.1814	1.1809
S1	1.1778	1.1778	1.1793	1.1768
S2	1.1758	1.1758	1.1788
S3	1.1702	1.1722	1.1783
S4	1.1646	1.1666	1.1767

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2502	1.2392	1.1988
R3	1.2299	1.2189	1.1932
R2	1.2096	1.2096	1.1913
R1	1.1986	1.1986	1.1895	1.1940
PP	1.1893	1.1893	1.1893	1.1870
S1	1.1783	1.1783	1.1857	1.1737
S2	1.1690	1.1690	1.1839
S3	1.1487	1.1580	1.1820
S4	1.1284	1.1377	1.1764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1918	1.1794	0.0124	1.1%	0.0069	0.6%	3%	False	True	89
10	1.2217	1.1794	0.0423	3.6%	0.0065	0.5%	1%	False	True	72
20	1.2564	1.1794	0.0770	6.5%	0.0057	0.5%	1%	False	True	44
40	1.2610	1.1794	0.0816	6.9%	0.0047	0.4%	0%	False	True	23

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0007
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2088
2.618	1.1997
1.618	1.1941
1.000	1.1906
0.618	1.1885
HIGH	1.1850
0.618	1.1829
0.500	1.1822
0.382	1.1815
LOW	1.1794
0.618	1.1759
1.000	1.1738
1.618	1.1703
2.618	1.1647
4.250	1.1556

Fisher Pivots for day following 13-Jan-2015
Pivot	1 day	3 day
R1	1.1822	1.1847
PP	1.1814	1.1831
S1	1.1806	1.1814

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

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