CME Euro FX (E) Future June 2013

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	1.3075	1.3110	0.0035	0.3%	1.2812
High	1.3075	1.3110	0.0035	0.3%	1.3200
Low	1.3075	1.3101	0.0026	0.2%	1.2812
Close	1.3075	1.3101	0.0026	0.2%	1.3150
Range	0.0000	0.0009	0.0009		0.0388
ATR	0.0073	0.0070	-0.0003	-3.7%	0.0000
Volume	37	5	-32	-86.5%	197

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3131	1.3125	1.3106
R3	1.3122	1.3116	1.3103
R2	1.3113	1.3113	1.3103
R1	1.3107	1.3107	1.3102	1.3106
PP	1.3104	1.3104	1.3104	1.3103
S1	1.3098	1.3098	1.3100	1.3097
S2	1.3095	1.3095	1.3099
S3	1.3086	1.3089	1.3099
S4	1.3077	1.3080	1.3096

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	1.2871	0.0329	2.5%	0.0062	0.5%	70%	False	False	32
10	1.3200	1.2692	0.0508	3.9%	0.0051	0.4%	81%	False	False	27
20	1.3200	1.2554	0.0646	4.9%	0.0042	0.3%	85%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3148
2.618	1.3134
1.618	1.3125
1.000	1.3119
0.618	1.3116
HIGH	1.3110
0.618	1.3107
0.500	1.3106
0.382	1.3104
LOW	1.3101
0.618	1.3095
1.000	1.3092
1.618	1.3086
2.618	1.3077
4.250	1.3063

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	1.3106	1.3107
PP	1.3104	1.3105
S1	1.3103	1.3103

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

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