CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	1.2321	1.2270	-0.0051	-0.4%	1.2318
High	1.2321	1.2332	0.0011	0.1%	1.2381
Low	1.2321	1.2270	-0.0051	-0.4%	1.2236
Close	1.2321	1.2332	0.0011	0.1%	1.2286
Range	0.0000	0.0062	0.0062		0.0145
ATR	0.0073	0.0072	-0.0001	-1.1%	0.0000
Volume	8	8	0	0.0%	34

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2497	1.2477	1.2366
R3	1.2435	1.2415	1.2349
R2	1.2373	1.2373	1.2343
R1	1.2353	1.2353	1.2338	1.2363
PP	1.2311	1.2311	1.2311	1.2317
S1	1.2291	1.2291	1.2326	1.2301
S2	1.2249	1.2249	1.2321
S3	1.2187	1.2229	1.2315
S4	1.2125	1.2167	1.2298

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2736	1.2656	1.2366
R3	1.2591	1.2511	1.2326
R2	1.2446	1.2446	1.2313
R1	1.2366	1.2366	1.2299	1.2334
PP	1.2301	1.2301	1.2301	1.2285
S1	1.2221	1.2221	1.2273	1.2189
S2	1.2156	1.2156	1.2259
S3	1.2011	1.2076	1.2246
S4	1.1866	1.1931	1.2206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2332	1.2236	0.0096	0.8%	0.0022	0.2%	100%	True	False	6
10	1.2654	1.2236	0.0418	3.4%	0.0054	0.4%	23%	False	False	10
20	1.2749	1.2236	0.0513	4.2%	0.0049	0.4%	19%	False	False	8
40	1.2847	1.2236	0.0611	5.0%	0.0045	0.4%	16%	False	False	5

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2596
2.618	1.2494
1.618	1.2432
1.000	1.2394
0.618	1.2370
HIGH	1.2332
0.618	1.2308
0.500	1.2301
0.382	1.2294
LOW	1.2270
0.618	1.2232
1.000	1.2208
1.618	1.2170
2.618	1.2108
4.250	1.2007

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	1.2322	1.2322
PP	1.2311	1.2311
S1	1.2301	1.2301

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

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