CME Euro FX (E) Future June 2013

Trading Metrics calculated at close of trading on 28-Sep-2012

Day Change Summary
	Previous	Current
	27-Sep-2012	28-Sep-2012	Change	Change %	Previous Week
Open	1.2900	1.2970	0.0070	0.5%	1.2974
High	1.2955	1.2970	0.0015	0.1%	1.2974
Low	1.2900	1.2888	-0.0012	-0.1%	1.2888
Close	1.2955	1.2888	-0.0067	-0.5%	1.2888
Range	0.0055	0.0082	0.0027	49.1%	0.0086
ATR	0.0063	0.0064	0.0001	2.2%	0.0000
Volume	2	3	1	50.0%	11

Daily Pivots for day following 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3161	1.3107	1.2933
R3	1.3079	1.3025	1.2911
R2	1.2997	1.2997	1.2903
R1	1.2943	1.2943	1.2896	1.2929
PP	1.2915	1.2915	1.2915	1.2909
S1	1.2861	1.2861	1.2880	1.2847
S2	1.2833	1.2833	1.2873
S3	1.2751	1.2779	1.2865
S4	1.2669	1.2697	1.2843

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3175	1.3117	1.2935
R3	1.3089	1.3031	1.2912
R2	1.3003	1.3003	1.2904
R1	1.2945	1.2945	1.2896	1.2931
PP	1.2917	1.2917	1.2917	1.2910
S1	1.2859	1.2859	1.2880	1.2845
S2	1.2831	1.2831	1.2872
S3	1.2745	1.2773	1.2864
S4	1.2659	1.2687	1.2841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2974	1.2888	0.0086	0.7%	0.0027	0.2%	0%	False	True	2
10	1.3138	1.2888	0.0250	1.9%	0.0016	0.1%	0%	False	True	9
20	1.3200	1.2572	0.0628	4.9%	0.0041	0.3%	50%	False	False	16
40	1.3200	1.2295	0.0905	7.0%	0.0034	0.3%	66%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3319
2.618	1.3185
1.618	1.3103
1.000	1.3052
0.618	1.3021
HIGH	1.2970
0.618	1.2939
0.500	1.2929
0.382	1.2919
LOW	1.2888
0.618	1.2837
1.000	1.2806
1.618	1.2755
2.618	1.2673
4.250	1.2540

Fisher Pivots for day following 28-Sep-2012
Pivot	1 day	3 day
R1	1.2929	1.2929
PP	1.2915	1.2915
S1	1.2902	1.2902

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

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