CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	1.2654	1.2598	-0.0056	-0.4%	1.2561
High	1.2654	1.2598	-0.0056	-0.4%	1.2720
Low	1.2654	1.2412	-0.0242	-1.9%	1.2462
Close	1.2654	1.2436	-0.0218	-1.7%	1.2699
Range	0.0000	0.0186	0.0186		0.0258
ATR	0.0075	0.0087	0.0012	16.0%	0.0000
Volume	4	4	0	0.0%	38

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3040	1.2924	1.2538
R3	1.2854	1.2738	1.2487
R2	1.2668	1.2668	1.2470
R1	1.2552	1.2552	1.2453	1.2517
PP	1.2482	1.2482	1.2482	1.2465
S1	1.2366	1.2366	1.2419	1.2331
S2	1.2296	1.2296	1.2402
S3	1.2110	1.2180	1.2385
S4	1.1924	1.1994	1.2334

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3401	1.3308	1.2841
R3	1.3143	1.3050	1.2770
R2	1.2885	1.2885	1.2746
R1	1.2792	1.2792	1.2723	1.2839
PP	1.2627	1.2627	1.2627	1.2650
S1	1.2534	1.2534	1.2675	1.2581
S2	1.2369	1.2369	1.2652
S3	1.2111	1.2276	1.2628
S4	1.1853	1.2018	1.2557

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2720	1.2412	0.0308	2.5%	0.0077	0.6%	8%	False	True	5
10	1.2720	1.2412	0.0308	2.5%	0.0051	0.4%	8%	False	True	5
20	1.2749	1.2412	0.0337	2.7%	0.0053	0.4%	7%	False	True	5
40	1.3000	1.2381	0.0619	5.0%	0.0041	0.3%	9%	False	False	4

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	0.0000
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	1.3389
2.618	1.3085
1.618	1.2899
1.000	1.2784
0.618	1.2713
HIGH	1.2598
0.618	1.2527
0.500	1.2505
0.382	1.2483
LOW	1.2412
0.618	1.2297
1.000	1.2226
1.618	1.2111
2.618	1.1925
4.250	1.1622

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	1.2505	1.2534
PP	1.2482	1.2501
S1	1.2459	1.2469

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

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