CME Euro FX (E) Future June 2013

Trading Metrics calculated at close of trading on 13-Aug-2012

Day Change Summary
	Previous	Current
	10-Aug-2012	13-Aug-2012	Change	Change %	Previous Week
Open	1.2349	1.2324	-0.0025	-0.2%	1.2440
High	1.2349	1.2389	0.0040	0.3%	1.2483
Low	1.2349	1.2324	-0.0025	-0.2%	1.2349
Close	1.2349	1.2389	0.0040	0.3%	1.2349
Range	0.0000	0.0065	0.0065		0.0134
ATR
Volume	3	3	0	0.0%	32

Daily Pivots for day following 13-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2562	1.2541	1.2425
R3	1.2497	1.2476	1.2407
R2	1.2432	1.2432	1.2401
R1	1.2411	1.2411	1.2395	1.2422
PP	1.2367	1.2367	1.2367	1.2373
S1	1.2346	1.2346	1.2383	1.2357
S2	1.2302	1.2302	1.2377
S3	1.2237	1.2281	1.2371
S4	1.2172	1.2216	1.2353

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2796	1.2706	1.2423
R3	1.2662	1.2572	1.2386
R2	1.2528	1.2528	1.2374
R1	1.2438	1.2438	1.2361	1.2416
PP	1.2394	1.2394	1.2394	1.2383
S1	1.2304	1.2304	1.2337	1.2282
S2	1.2260	1.2260	1.2324
S3	1.2126	1.2170	1.2312
S4	1.1992	1.2036	1.2275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2483	1.2324	0.0159	1.3%	0.0016	0.1%	41%	False	True	2
10	1.2483	1.2232	0.0251	2.0%	0.0025	0.2%	63%	False	False	4

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	0.0002
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2665
2.618	1.2559
1.618	1.2494
1.000	1.2454
0.618	1.2429
HIGH	1.2389
0.618	1.2364
0.500	1.2357
0.382	1.2349
LOW	1.2324
0.618	1.2284
1.000	1.2259
1.618	1.2219
2.618	1.2154
4.250	1.2048

Fisher Pivots for day following 13-Aug-2012
Pivot	1 day	3 day
R1	1.2378	1.2378
PP	1.2367	1.2367
S1	1.2357	1.2357

Download as Excel Spreadsheet

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

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