CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 31-Mar-2015

Day Change Summary
	Previous	Current
	30-Mar-2015	31-Mar-2015	Change	Change %	Previous Week
Open	1.0888	1.0855	-0.0033	-0.3%	1.0861
High	1.0900	1.0855	-0.0045	-0.4%	1.1100
Low	1.0865	1.0770	-0.0095	-0.9%	1.0855
Close	1.0871	1.0791	-0.0080	-0.7%	1.0953
Range	0.0035	0.0085	0.0050	142.9%	0.0245
ATR	0.0129	0.0127	-0.0002	-1.5%	0.0000
Volume	12	24	12	100.0%	137

Daily Pivots for day following 31-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1060	1.1011	1.0838
R3	1.0975	1.0926	1.0814
R2	1.0890	1.0890	1.0807
R1	1.0841	1.0841	1.0799	1.0823
PP	1.0805	1.0805	1.0805	1.0797
S1	1.0756	1.0756	1.0783	1.0738
S2	1.0720	1.0720	1.0775
S3	1.0635	1.0671	1.0768
S4	1.0550	1.0586	1.0744

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1704	1.1574	1.1088
R3	1.1459	1.1329	1.1020
R2	1.1214	1.1214	1.0998
R1	1.1084	1.1084	1.0975	1.1149
PP	1.0969	1.0969	1.0969	1.1002
S1	1.0839	1.0839	1.0931	1.0904
S2	1.0724	1.0724	1.0908
S3	1.0479	1.0594	1.0886
S4	1.0234	1.0349	1.0818

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1100	1.0770	0.0330	3.1%	0.0101	0.9%	6%	False	True	18
10	1.1100	1.0665	0.0435	4.0%	0.0157	1.5%	29%	False	False	33
20	1.1208	1.0520	0.0688	6.4%	0.0134	1.2%	39%	False	False	35
40	1.1542	1.0520	0.1022	9.5%	0.0092	0.9%	27%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1216
2.618	1.1078
1.618	1.0993
1.000	1.0940
0.618	1.0908
HIGH	1.0855
0.618	1.0823
0.500	1.0813
0.382	1.0802
LOW	1.0770
0.618	1.0717
1.000	1.0685
1.618	1.0632
2.618	1.0547
4.250	1.0409

Fisher Pivots for day following 31-Mar-2015
Pivot	1 day	3 day
R1	1.0813	1.0880
PP	1.0805	1.0850
S1	1.0798	1.0821

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

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