CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	1.2340	1.2324	-0.0016	-0.1%	1.2138
High	1.2340	1.2408	0.0068	0.6%	1.2408
Low	1.2327	1.2320	-0.0007	-0.1%	1.2090
Close	1.2327	1.2351	0.0024	0.2%	1.2351
Range	0.0013	0.0088	0.0075	576.9%	0.0318
ATR	0.0080	0.0081	0.0001	0.7%	0.0000
Volume	6	27	21	350.0%	77

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2624	1.2575	1.2399
R3	1.2536	1.2487	1.2375
R2	1.2448	1.2448	1.2367
R1	1.2399	1.2399	1.2359	1.2424
PP	1.2360	1.2360	1.2360	1.2372
S1	1.2311	1.2311	1.2343	1.2336
S2	1.2272	1.2272	1.2335
S3	1.2184	1.2223	1.2327
S4	1.2096	1.2135	1.2303

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3237	1.3112	1.2526
R3	1.2919	1.2794	1.2438
R2	1.2601	1.2601	1.2409
R1	1.2476	1.2476	1.2380	1.2539
PP	1.2283	1.2283	1.2283	1.2314
S1	1.2158	1.2158	1.2322	1.2221
S2	1.1965	1.1965	1.2293
S3	1.1647	1.1840	1.2264
S4	1.1329	1.1522	1.2176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2408	1.2090	0.0318	2.6%	0.0055	0.4%	82%	True	False	15
10	1.2408	1.2090	0.0318	2.6%	0.0054	0.4%	82%	True	False	13
20	1.2720	1.2090	0.0630	5.1%	0.0060	0.5%	41%	False	False	11
40	1.2749	1.2090	0.0659	5.3%	0.0050	0.4%	40%	False	False	8

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	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2782
2.618	1.2638
1.618	1.2550
1.000	1.2496
0.618	1.2462
HIGH	1.2408
0.618	1.2374
0.500	1.2364
0.382	1.2354
LOW	1.2320
0.618	1.2266
1.000	1.2232
1.618	1.2178
2.618	1.2090
4.250	1.1946

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	1.2364	1.2326
PP	1.2360	1.2301
S1	1.2355	1.2276

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

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