CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	1.2143	1.2143	0.0000	0.0%	1.2321
High	1.2143	1.2201	0.0058	0.5%	1.2332
Low	1.2090	1.2143	0.0053	0.4%	1.2196
Close	1.2105	1.2201	0.0096	0.8%	1.2201
Range	0.0053	0.0058	0.0005	9.4%	0.0136
ATR	0.0074	0.0075	0.0002	2.1%	0.0000
Volume	29	3	-26	-89.7%	62

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2356	1.2336	1.2233
R3	1.2298	1.2278	1.2217
R2	1.2240	1.2240	1.2212
R1	1.2220	1.2220	1.2206	1.2230
PP	1.2182	1.2182	1.2182	1.2187
S1	1.2162	1.2162	1.2196	1.2172
S2	1.2124	1.2124	1.2190
S3	1.2066	1.2104	1.2185
S4	1.2008	1.2046	1.2169

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2651	1.2562	1.2276
R3	1.2515	1.2426	1.2238
R2	1.2379	1.2379	1.2226
R1	1.2290	1.2290	1.2213	1.2267
PP	1.2243	1.2243	1.2243	1.2231
S1	1.2154	1.2154	1.2189	1.2131
S2	1.2107	1.2107	1.2176
S3	1.1971	1.2018	1.2164
S4	1.1835	1.1882	1.2126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2326	1.2090	0.0236	1.9%	0.0062	0.5%	47%	False	False	17
10	1.2332	1.2090	0.0242	2.0%	0.0046	0.4%	46%	False	False	11
20	1.2720	1.2090	0.0630	5.2%	0.0057	0.5%	18%	False	False	10
40	1.2749	1.2090	0.0659	5.4%	0.0050	0.4%	17%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2448
2.618	1.2353
1.618	1.2295
1.000	1.2259
0.618	1.2237
HIGH	1.2201
0.618	1.2179
0.500	1.2172
0.382	1.2165
LOW	1.2143
0.618	1.2107
1.000	1.2085
1.618	1.2049
2.618	1.1991
4.250	1.1897

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	1.2191	1.2183
PP	1.2182	1.2164
S1	1.2172	1.2146

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

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