CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 08-Jul-2013

Day Change Summary
	Previous	Current
	05-Jul-2013	08-Jul-2013	Change	Change %	Previous Week
Open	1.3012	1.2844	-0.0168	-1.3%	1.3040
High	1.3012	1.2896	-0.0116	-0.9%	1.3086
Low	1.2830	1.2844	0.0014	0.1%	1.2830
Close	1.2850	1.2895	0.0045	0.4%	1.2850
Range	0.0182	0.0052	-0.0130	-71.4%	0.0256
ATR	0.0073	0.0072	-0.0002	-2.1%	0.0000
Volume	9	47	38	422.2%	83

Daily Pivots for day following 08-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3034	1.3017	1.2924
R3	1.2982	1.2965	1.2909
R2	1.2930	1.2930	1.2905
R1	1.2913	1.2913	1.2900	1.2922
PP	1.2878	1.2878	1.2878	1.2883
S1	1.2861	1.2861	1.2890	1.2870
S2	1.2826	1.2826	1.2885
S3	1.2774	1.2809	1.2881
S4	1.2722	1.2757	1.2866

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3690	1.3526	1.2991
R3	1.3434	1.3270	1.2920
R2	1.3178	1.3178	1.2897
R1	1.3014	1.3014	1.2873	1.2968
PP	1.2922	1.2922	1.2922	1.2899
S1	1.2758	1.2758	1.2827	1.2712
S2	1.2666	1.2666	1.2803
S3	1.2410	1.2502	1.2780
S4	1.2154	1.2246	1.2709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3086	1.2830	0.0256	2.0%	0.0090	0.7%	25%	False	False	26
10	1.3160	1.2830	0.0330	2.6%	0.0074	0.6%	20%	False	False	16
20	1.3425	1.2830	0.0595	4.6%	0.0052	0.4%	11%	False	False	10
40	1.3425	1.2830	0.0595	4.6%	0.0034	0.3%	11%	False	False	6

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3117
2.618	1.3032
1.618	1.2980
1.000	1.2948
0.618	1.2928
HIGH	1.2896
0.618	1.2876
0.500	1.2870
0.382	1.2864
LOW	1.2844
0.618	1.2812
1.000	1.2792
1.618	1.2760
2.618	1.2708
4.250	1.2623

Fisher Pivots for day following 08-Jul-2013
Pivot	1 day	3 day
R1	1.2887	1.2934
PP	1.2878	1.2921
S1	1.2870	1.2908

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

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