CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	1.2462	1.2562	0.0100	0.8%	1.2561
High	1.2467	1.2720	0.0253	2.0%	1.2720
Low	1.2462	1.2562	0.0100	0.8%	1.2462
Close	1.2467	1.2699	0.0232	1.9%	1.2699
Range	0.0005	0.0158	0.0153	3,060.0%	0.0258
ATR	0.0065	0.0078	0.0013	20.8%	0.0000
Volume	10	2	-8	-80.0%	38

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3134	1.3075	1.2786
R3	1.2976	1.2917	1.2742
R2	1.2818	1.2818	1.2728
R1	1.2759	1.2759	1.2713	1.2789
PP	1.2660	1.2660	1.2660	1.2675
S1	1.2601	1.2601	1.2685	1.2631
S2	1.2502	1.2502	1.2670
S3	1.2344	1.2443	1.2656
S4	1.2186	1.2285	1.2612

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	1.2462	0.0258	2.0%	0.0057	0.4%	92%	True	False	7
10	1.2749	1.2462	0.0287	2.3%	0.0050	0.4%	83%	False	False	7
20	1.2749	1.2462	0.0287	2.3%	0.0044	0.3%	83%	False	False	5

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	0.0004
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	1.3392
2.618	1.3134
1.618	1.2976
1.000	1.2878
0.618	1.2818
HIGH	1.2720
0.618	1.2660
0.500	1.2641
0.382	1.2622
LOW	1.2562
0.618	1.2464
1.000	1.2404
1.618	1.2306
2.618	1.2148
4.250	1.1891

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	1.2680	1.2663
PP	1.2660	1.2627
S1	1.2641	1.2591

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

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