CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 24-Mar-2015

Day Change Summary
	Previous	Current
	23-Mar-2015	24-Mar-2015	Change	Change %	Previous Week
Open	1.0861	1.0991	0.0130	1.2%	1.0553
High	1.0999	1.1050	0.0051	0.5%	1.1040
Low	1.0855	1.0968	0.0113	1.0%	1.0553
Close	1.0993	1.0968	-0.0025	-0.2%	1.0861
Range	0.0144	0.0082	-0.0062	-43.1%	0.0487
ATR	0.0136	0.0132	-0.0004	-2.8%	0.0000
Volume	14	69	55	392.9%	223

Daily Pivots for day following 24-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1241	1.1187	1.1013
R3	1.1159	1.1105	1.0991
R2	1.1077	1.1077	1.0983
R1	1.1023	1.1023	1.0976	1.1009
PP	1.0995	1.0995	1.0995	1.0989
S1	1.0941	1.0941	1.0960	1.0927
S2	1.0913	1.0913	1.0953
S3	1.0831	1.0859	1.0945
S4	1.0749	1.0777	1.0923

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2279	1.2057	1.1129
R3	1.1792	1.1570	1.0995
R2	1.1305	1.1305	1.0950
R1	1.1083	1.1083	1.0906	1.1194
PP	1.0818	1.0818	1.0818	1.0874
S1	1.0596	1.0596	1.0816	1.0707
S2	1.0331	1.0331	1.0772
S3	0.9844	1.0109	1.0727
S4	0.9357	0.9622	1.0593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1050	1.0665	0.0385	3.5%	0.0212	1.9%	79%	True	False	48
10	1.1050	1.0520	0.0530	4.8%	0.0169	1.5%	85%	True	False	46
20	1.1417	1.0520	0.0897	8.2%	0.0121	1.1%	50%	False	False	33

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	0.0013
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1399
2.618	1.1265
1.618	1.1183
1.000	1.1132
0.618	1.1101
HIGH	1.1050
0.618	1.1019
0.500	1.1009
0.382	1.0999
LOW	1.0968
0.618	1.0917
1.000	1.0886
1.618	1.0835
2.618	1.0753
4.250	1.0620

Fisher Pivots for day following 24-Mar-2015
Pivot	1 day	3 day
R1	1.1009	1.0939
PP	1.0995	1.0911
S1	1.0982	1.0882

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

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