CME Euro FX (E) Future June 2013

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Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary Previous Current 19-Sep-2012 20-Sep-2012 Change Change % Previous Week Open 1.3110 1.3010 -0.0100 -0.8% 1.2812 High 1.3110 1.3010 -0.0100 -0.8% 1.3200 Low 1.3101 1.3010 -0.0091 -0.7% 1.2812 Close 1.3101 1.3010 -0.0091 -0.7% 1.3150 Range 0.0009 0.0000 -0.0009 -100.0% 0.0388 ATR 0.0070 0.0072 0.0001 2.1% 0.0000 Volume 5 1 -4 -80.0% 197
Daily Pivots for day following 20-Sep-2012 Classic Woodie Camarilla DeMark R4 1.3010 1.3010 1.3010 R3 1.3010 1.3010 1.3010 R2 1.3010 1.3010 1.3010 R1 1.3010 1.3010 1.3010 1.3010 PP 1.3010 1.3010 1.3010 1.3010 S1 1.3010 1.3010 1.3010 1.3010 S2 1.3010 1.3010 1.3010 S3 1.3010 1.3010 1.3010 S4 1.3010 1.3010 1.3010	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 1.3010 0.0190 1.5% 0.0030 0.2% 0% False True 27 10 1.3200 1.2709 0.0491 3.8% 0.0051 0.4% 61% False False 27 20 1.3200 1.2554 0.0646 5.0% 0.0042 0.3% 71% False False 17
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 1.3010 2.618 1.3010 1.618 1.3010 1.000 1.3010 0.618 1.3010 HIGH 1.3010 0.618 1.3010 0.500 1.3010 0.382 1.3010 LOW 1.3010 0.618 1.3010 1.000 1.3010 1.618 1.3010 2.618 1.3010 4.250 1.3010
Fisher Pivots for day following 20-Sep-2012 Pivot 1 day 3 day R1 1.3010 1.3060 PP 1.3010 1.3043 S1 1.3010 1.3027

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