CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 18-Mar-2015

Day Change Summary
	Previous	Current
	17-Mar-2015	18-Mar-2015	Change	Change %	Previous Week
Open	1.0624	1.0680	0.0056	0.5%	1.0879
High	1.0684	1.1040	0.0356	3.3%	1.0916
Low	1.0599	1.0665	0.0066	0.6%	1.0520
Close	1.0651	1.0793	0.0142	1.3%	1.0524
Range	0.0085	0.0375	0.0290	341.2%	0.0396
ATR	0.0098	0.0118	0.0021	21.4%	0.0000
Volume	37	62	25	67.6%	260

Daily Pivots for day following 18-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1958	1.1750	1.0999
R3	1.1583	1.1375	1.0896
R2	1.1208	1.1208	1.0862
R1	1.1000	1.1000	1.0827	1.1104
PP	1.0833	1.0833	1.0833	1.0885
S1	1.0625	1.0625	1.0759	1.0729
S2	1.0458	1.0458	1.0724
S3	1.0083	1.0250	1.0690
S4	0.9708	0.9875	1.0587

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1841	1.1579	1.0742
R3	1.1445	1.1183	1.0633
R2	1.1049	1.1049	1.0597
R1	1.0787	1.0787	1.0560	1.0720
PP	1.0653	1.0653	1.0653	1.0620
S1	1.0391	1.0391	1.0488	1.0324
S2	1.0257	1.0257	1.0451
S3	0.9861	0.9995	1.0415
S4	0.9465	0.9599	1.0306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1040	1.0520	0.0520	4.8%	0.0173	1.6%	53%	True	False	51
10	1.1120	1.0520	0.0600	5.6%	0.0138	1.3%	46%	False	False	43
20	1.1477	1.0520	0.0957	8.9%	0.0094	0.9%	29%	False	False	25

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	0.0008
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.2634
2.618	1.2022
1.618	1.1647
1.000	1.1415
0.618	1.1272
HIGH	1.1040
0.618	1.0897
0.500	1.0853
0.382	1.0808
LOW	1.0665
0.618	1.0433
1.000	1.0290
1.618	1.0058
2.618	0.9683
4.250	0.9071

Fisher Pivots for day following 18-Mar-2015
Pivot	1 day	3 day
R1	1.0853	1.0797
PP	1.0833	1.0795
S1	1.0813	1.0794

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

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