CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	1.2822	1.2785	-0.0037	-0.3%	1.2942
High	1.2889	1.2785	-0.0104	-0.8%	1.3031
Low	1.2754	1.2742	-0.0012	-0.1%	1.2843
Close	1.2785	1.2764	-0.0021	-0.2%	1.2843
Range	0.0135	0.0043	-0.0092	-68.1%	0.0188
ATR	0.0081	0.0078	-0.0003	-3.3%	0.0000
Volume	181	266	85	47.0%	707

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2893	1.2871	1.2788
R3	1.2850	1.2828	1.2776
R2	1.2807	1.2807	1.2772
R1	1.2785	1.2785	1.2768	1.2775
PP	1.2764	1.2764	1.2764	1.2758
S1	1.2742	1.2742	1.2760	1.2732
S2	1.2721	1.2721	1.2756
S3	1.2678	1.2699	1.2752
S4	1.2635	1.2656	1.2740

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3470	1.3344	1.2946
R3	1.3282	1.3156	1.2895
R2	1.3094	1.3094	1.2877
R1	1.2968	1.2968	1.2860	1.2937
PP	1.2906	1.2906	1.2906	1.2890
S1	1.2780	1.2780	1.2826	1.2749
S2	1.2718	1.2718	1.2809
S3	1.2530	1.2592	1.2791
S4	1.2342	1.2404	1.2740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2948	1.2742	0.0206	1.6%	0.0081	0.6%	11%	False	True	195
10	1.3031	1.2742	0.0289	2.3%	0.0070	0.5%	8%	False	True	174
20	1.3155	1.2742	0.0413	3.2%	0.0071	0.6%	5%	False	True	163
40	1.3188	1.2742	0.0446	3.5%	0.0080	0.6%	5%	False	True	155
60	1.3188	1.2350	0.0838	6.6%	0.0067	0.5%	49%	False	False	111
80	1.3188	1.2090	0.1098	8.6%	0.0060	0.5%	61%	False	False	85
100	1.3188	1.2090	0.1098	8.6%	0.0058	0.5%	61%	False	False	70
120	1.3188	1.2090	0.1098	8.6%	0.0055	0.4%	61%	False	False	59

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2968
2.618	1.2898
1.618	1.2855
1.000	1.2828
0.618	1.2812
HIGH	1.2785
0.618	1.2769
0.500	1.2764
0.382	1.2758
LOW	1.2742
0.618	1.2715
1.000	1.2699
1.618	1.2672
2.618	1.2629
4.250	1.2559

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	1.2764	1.2816
PP	1.2764	1.2798
S1	1.2764	1.2781

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

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