CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	1.2324	1.2271	-0.0053	-0.4%	1.2138
High	1.2408	1.2302	-0.0106	-0.9%	1.2408
Low	1.2320	1.2267	-0.0053	-0.4%	1.2090
Close	1.2351	1.2302	-0.0049	-0.4%	1.2351
Range	0.0088	0.0035	-0.0053	-60.2%	0.0318
ATR	0.0081	0.0081	0.0000	0.3%	0.0000
Volume	27	13	-14	-51.9%	77

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2395	1.2384	1.2321
R3	1.2360	1.2349	1.2312
R2	1.2325	1.2325	1.2308
R1	1.2314	1.2314	1.2305	1.2320
PP	1.2290	1.2290	1.2290	1.2293
S1	1.2279	1.2279	1.2299	1.2285
S2	1.2255	1.2255	1.2296
S3	1.2220	1.2244	1.2292
S4	1.2185	1.2209	1.2283

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%	0.0049	0.4%	67%	False	False	15
10	1.2408	1.2090	0.0318	2.6%	0.0057	0.5%	67%	False	False	14
20	1.2655	1.2090	0.0565	4.6%	0.0054	0.4%	38%	False	False	12
40	1.2749	1.2090	0.0659	5.4%	0.0049	0.4%	32%	False	False	8

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2451
2.618	1.2394
1.618	1.2359
1.000	1.2337
0.618	1.2324
HIGH	1.2302
0.618	1.2289
0.500	1.2285
0.382	1.2280
LOW	1.2267
0.618	1.2245
1.000	1.2232
1.618	1.2210
2.618	1.2175
4.250	1.2118

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	1.2296	1.2338
PP	1.2290	1.2326
S1	1.2285	1.2314

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

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