CME Euro FX (E) Future June 2013

Trading Metrics calculated at close of trading on 14-Sep-2012

Day Change Summary
	Previous	Current
	13-Sep-2012	14-Sep-2012	Change	Change %	Previous Week
Open	1.2950	1.3075	0.0125	1.0%	1.2812
High	1.3034	1.3200	0.0166	1.3%	1.3200
Low	1.2871	1.3060	0.0189	1.5%	1.2812
Close	1.3019	1.3150	0.0131	1.0%	1.3150
Range	0.0163	0.0140	-0.0023	-14.1%	0.0388
ATR	0.0071	0.0079	0.0008	11.1%	0.0000
Volume	25	58	33	132.0%	197

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3557	1.3493	1.3227
R3	1.3417	1.3353	1.3189
R2	1.3277	1.3277	1.3176
R1	1.3213	1.3213	1.3163	1.3245
PP	1.3137	1.3137	1.3137	1.3153
S1	1.3073	1.3073	1.3137	1.3105
S2	1.2997	1.2997	1.3124
S3	1.2857	1.2933	1.3112
S4	1.2717	1.2793	1.3073

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.4218	1.4072	1.3363
R3	1.3830	1.3684	1.3257
R2	1.3442	1.3442	1.3221
R1	1.3296	1.3296	1.3186	1.3369
PP	1.3054	1.3054	1.3054	1.3091
S1	1.2908	1.2908	1.3114	1.2981
S2	1.2666	1.2666	1.3079
S3	1.2278	1.2520	1.3043
S4	1.1890	1.2132	1.2937

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3200	1.2812	0.0388	3.0%	0.0073	0.6%	87%	True	False	39
10	1.3200	1.2572	0.0628	4.8%	0.0067	0.5%	92%	True	False	23
20	1.3200	1.2347	0.0853	6.5%	0.0046	0.4%	94%	True	False	13

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3795
2.618	1.3567
1.618	1.3427
1.000	1.3340
0.618	1.3287
HIGH	1.3200
0.618	1.3147
0.500	1.3130
0.382	1.3113
LOW	1.3060
0.618	1.2973
1.000	1.2920
1.618	1.2833
2.618	1.2693
4.250	1.2465

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	1.3143	1.3112
PP	1.3137	1.3074
S1	1.3130	1.3036

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

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