CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	1.2561	1.2570	0.0009	0.1%	1.2686
High	1.2562	1.2570	0.0008	0.1%	1.2749
Low	1.2536	1.2510	-0.0026	-0.2%	1.2591
Close	1.2536	1.2535	-0.0001	0.0%	1.2601
Range	0.0026	0.0060	0.0034	130.8%	0.0158
ATR	0.0070	0.0069	-0.0001	-1.0%	0.0000
Volume	2	15	13	650.0%	33

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2718	1.2687	1.2568
R3	1.2658	1.2627	1.2552
R2	1.2598	1.2598	1.2546
R1	1.2567	1.2567	1.2541	1.2553
PP	1.2538	1.2538	1.2538	1.2531
S1	1.2507	1.2507	1.2530	1.2493
S2	1.2478	1.2478	1.2524
S3	1.2418	1.2447	1.2519
S4	1.2358	1.2387	1.2502

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3121	1.3019	1.2688
R3	1.2963	1.2861	1.2644
R2	1.2805	1.2805	1.2630
R1	1.2703	1.2703	1.2615	1.2675
PP	1.2647	1.2647	1.2647	1.2633
S1	1.2545	1.2545	1.2587	1.2517
S2	1.2489	1.2489	1.2572
S3	1.2331	1.2387	1.2558
S4	1.2173	1.2229	1.2514

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2749	1.2510	0.0239	1.9%	0.0027	0.2%	10%	False	True	4
10	1.2749	1.2510	0.0239	1.9%	0.0040	0.3%	10%	False	True	5
20	1.2749	1.2381	0.0368	2.9%	0.0042	0.3%	42%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2825
2.618	1.2727
1.618	1.2667
1.000	1.2630
0.618	1.2607
HIGH	1.2570
0.618	1.2547
0.500	1.2540
0.382	1.2533
LOW	1.2510
0.618	1.2473
1.000	1.2450
1.618	1.2413
2.618	1.2353
4.250	1.2255

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	1.2540	1.2556
PP	1.2538	1.2549
S1	1.2537	1.2542

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

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