CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	1.1674	1.1603	-0.0071	-0.6%	1.1900
High	1.1677	1.1672	-0.0005	0.0%	1.1900
Low	1.1500	1.1580	0.0080	0.7%	1.1500
Close	1.1619	1.1584	-0.0035	-0.3%	1.1619
Range	0.0177	0.0092	-0.0085	-48.0%	0.0400
ATR	0.0088	0.0089	0.0000	0.3%	0.0000
Volume	158	205	47	29.7%	457

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1888	1.1828	1.1635
R3	1.1796	1.1736	1.1609
R2	1.1704	1.1704	1.1601
R1	1.1644	1.1644	1.1592	1.1628
PP	1.1612	1.1612	1.1612	1.1604
S1	1.1552	1.1552	1.1576	1.1536
S2	1.1520	1.1520	1.1567
S3	1.1428	1.1460	1.1559
S4	1.1336	1.1368	1.1533

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2873	1.2646	1.1839
R3	1.2473	1.2246	1.1729
R2	1.2073	1.2073	1.1692
R1	1.1846	1.1846	1.1656	1.1760
PP	1.1673	1.1673	1.1673	1.1630
S1	1.1446	1.1446	1.1582	1.1360
S2	1.1273	1.1273	1.1546
S3	1.0873	1.1046	1.1509
S4	1.0473	1.0646	1.1399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1877	1.1500	0.0377	3.3%	0.0114	1.0%	22%	False	False	100
10	1.2000	1.1500	0.0500	4.3%	0.0093	0.8%	17%	False	False	103
20	1.2320	1.1500	0.0820	7.1%	0.0069	0.6%	10%	False	False	64
40	1.2584	1.1500	0.1084	9.4%	0.0055	0.5%	8%	False	False	35

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2063
2.618	1.1913
1.618	1.1821
1.000	1.1764
0.618	1.1729
HIGH	1.1672
0.618	1.1637
0.500	1.1626
0.382	1.1615
LOW	1.1580
0.618	1.1523
1.000	1.1488
1.618	1.1431
2.618	1.1339
4.250	1.1189

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	1.1626	1.1639
PP	1.1612	1.1620
S1	1.1598	1.1602

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

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