CME Euro FX (E) Future March 2013

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Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary Previous Current 13-Jun-2012 14-Jun-2012 Change Change % Previous Week Open 1.2590 1.2646 0.0056 0.4% 1.2517 High 1.2635 1.2646 0.0011 0.1% 1.2647 Low 1.2590 1.2646 0.0056 0.4% 1.2495 Close 1.2634 1.2646 0.0012 0.1% 1.2551 Range 0.0045 0.0000 -0.0045 -100.0% 0.0152 ATR 0.0075 0.0070 -0.0004 -6.0% 0.0000 Volume 1 2 1 100.0% 21
Daily Pivots for day following 14-Jun-2012 Classic Woodie Camarilla DeMark R4 1.2646 1.2646 1.2646 R3 1.2646 1.2646 1.2646 R2 1.2646 1.2646 1.2646 R1 1.2646 1.2646 1.2646 1.2646 PP 1.2646 1.2646 1.2646 1.2646 S1 1.2646 1.2646 1.2646 1.2646 S2 1.2646 1.2646 1.2646 S3 1.2646 1.2646 1.2646 S4 1.2646 1.2646 1.2646	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% 0.0055 0.4% 85% False False 3 10 1.2672 1.2381 0.0291 2.3% 0.0042 0.3% 91% False False 3 20 1.2847 1.2381 0.0466 3.7% 0.0036 0.3% 57% False False 2
Crabel Price Patterns NR True NR4 True NR5 True 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 6 trading days	Fibonacci Retracements and Extensions 4.250 1.2646 2.618 1.2646 1.618 1.2646 1.000 1.2646 0.618 1.2646 HIGH 1.2646 0.618 1.2646 0.500 1.2646 0.382 1.2646 LOW 1.2646 0.618 1.2646 1.000 1.2646 1.618 1.2646 2.618 1.2646 4.250 1.2646
Fisher Pivots for day following 14-Jun-2012 Pivot 1 day 3 day R1 1.2646 1.2622 PP 1.2646 1.2597 S1 1.2646 1.2573

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