CME Euro FX (E) Future September 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	1.1603	1.1603	0.0000	0.0%	1.1900
High	1.1672	1.1649	-0.0023	-0.2%	1.1900
Low	1.1580	1.1602	0.0022	0.2%	1.1500
Close	1.1584	1.1628	0.0044	0.4%	1.1619
Range	0.0092	0.0047	-0.0045	-48.9%	0.0400
ATR	0.0089	0.0087	-0.0002	-1.9%	0.0000
Volume	205	213	8	3.9%	457

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1767	1.1745	1.1654
R3	1.1720	1.1698	1.1641
R2	1.1673	1.1673	1.1637
R1	1.1651	1.1651	1.1632	1.1662
PP	1.1626	1.1626	1.1626	1.1632
S1	1.1604	1.1604	1.1624	1.1615
S2	1.1579	1.1579	1.1619
S3	1.1532	1.1557	1.1615
S4	1.1485	1.1510	1.1602

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	3.2%	0.0112	1.0%	34%	False	False	138
10	1.1918	1.1500	0.0418	3.6%	0.0090	0.8%	31%	False	False	114
20	1.2293	1.1500	0.0793	6.8%	0.0068	0.6%	16%	False	False	73
40	1.2564	1.1500	0.1064	9.2%	0.0057	0.5%	12%	False	False	40

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 14 trading days

Fibonacci Retracements and Extensions
4.250	1.1849
2.618	1.1772
1.618	1.1725
1.000	1.1696
0.618	1.1678
HIGH	1.1649
0.618	1.1631
0.500	1.1626
0.382	1.1620
LOW	1.1602
0.618	1.1573
1.000	1.1555
1.618	1.1526
2.618	1.1479
4.250	1.1402

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	1.1627	1.1615
PP	1.1626	1.1602
S1	1.1626	1.1589

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

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