CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	1.2500	1.2590	0.0090	0.7%	1.2517
High	1.2547	1.2635	0.0088	0.7%	1.2647
Low	1.2500	1.2590	0.0090	0.7%	1.2495
Close	1.2547	1.2634	0.0087	0.7%	1.2551
Range	0.0047	0.0045	-0.0002	-4.3%	0.0152
ATR	0.0073	0.0075	0.0001	1.4%	0.0000
Volume	5	1	-4	-80.0%	21

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2755	1.2739	1.2659
R3	1.2710	1.2694	1.2646
R2	1.2665	1.2665	1.2642
R1	1.2649	1.2649	1.2638	1.2657
PP	1.2620	1.2620	1.2620	1.2624
S1	1.2604	1.2604	1.2630	1.2612
S2	1.2575	1.2575	1.2626
S3	1.2530	1.2559	1.2622
S4	1.2485	1.2514	1.2609

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3020	1.2938	1.2635
R3	1.2868	1.2786	1.2593
R2	1.2716	1.2716	1.2579
R1	1.2634	1.2634	1.2565	1.2675
PP	1.2564	1.2564	1.2564	1.2585
S1	1.2482	1.2482	1.2537	1.2523
S2	1.2412	1.2412	1.2523
S3	1.2260	1.2330	1.2509
S4	1.2108	1.2178	1.2467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2672	1.2500	0.0172	1.4%	0.0058	0.5%	78%	False	False	3
10	1.2672	1.2381	0.0291	2.3%	0.0043	0.3%	87%	False	False	3
20	1.2847	1.2381	0.0466	3.7%	0.0039	0.3%	54%	False	False	2

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2826
2.618	1.2753
1.618	1.2708
1.000	1.2680
0.618	1.2663
HIGH	1.2635
0.618	1.2618
0.500	1.2613
0.382	1.2607
LOW	1.2590
0.618	1.2562
1.000	1.2545
1.618	1.2517
2.618	1.2472
4.250	1.2399

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	1.2627	1.2618
PP	1.2620	1.2602
S1	1.2613	1.2586

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

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