CME Euro FX (E) Future December 2015

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

Day Change Summary
	Previous	Current
	05-Mar-2015	06-Mar-2015	Change	Change %	Previous Week
Open	1.1097	1.1101	0.0004	0.0%	1.1226
High	1.1120	1.1101	-0.0019	-0.2%	1.1280
Low	1.1057	1.0900	-0.0157	-1.4%	1.0900
Close	1.1082	1.0915	-0.0167	-1.5%	1.0915
Range	0.0063	0.0201	0.0138	219.0%	0.0380
ATR	0.0068	0.0077	0.0010	14.0%	0.0000
Volume	49	6	-43	-87.8%	67

Daily Pivots for day following 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1575	1.1446	1.1026
R3	1.1374	1.1245	1.0970
R2	1.1173	1.1173	1.0952
R1	1.1044	1.1044	1.0933	1.1008
PP	1.0972	1.0972	1.0972	1.0954
S1	1.0843	1.0843	1.0897	1.0807
S2	1.0771	1.0771	1.0878
S3	1.0570	1.0642	1.0860
S4	1.0369	1.0441	1.0804

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2172	1.1923	1.1124
R3	1.1792	1.1543	1.1020
R2	1.1412	1.1412	1.0985
R1	1.1163	1.1163	1.0950	1.1098
PP	1.1032	1.1032	1.1032	1.0999
S1	1.0783	1.0783	1.0880	1.0718
S2	1.0652	1.0652	1.0845
S3	1.0272	1.0403	1.0811
S4	0.9892	1.0023	1.0706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1280	1.0900	0.0380	3.5%	0.0087	0.8%	4%	False	True	13
10	1.1417	1.0900	0.0517	4.7%	0.0063	0.6%	3%	False	True	10
20	1.1500	1.0900	0.0600	5.5%	0.0059	0.5%	3%	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	0.0003
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.1955
2.618	1.1627
1.618	1.1426
1.000	1.1302
0.618	1.1225
HIGH	1.1101
0.618	1.1024
0.500	1.1001
0.382	1.0977
LOW	1.0900
0.618	1.0776
1.000	1.0699
1.618	1.0575
2.618	1.0374
4.250	1.0046

Fisher Pivots for day following 06-Mar-2015
Pivot	1 day	3 day
R1	1.1001	1.1054
PP	1.0972	1.1008
S1	1.0944	1.0961

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

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