CME Euro FX (E) Future June 2013

Trading Metrics calculated at close of trading on 17-Oct-2012

Day Change Summary
	Previous	Current
	16-Oct-2012	17-Oct-2012	Change	Change %	Previous Week
Open	1.3086	1.3142	0.0056	0.4%	1.3009
High	1.3086	1.3158	0.0072	0.6%	1.3020
Low	1.3073	1.3142	0.0069	0.5%	1.2890
Close	1.3073	1.3156	0.0083	0.6%	1.2990
Range	0.0013	0.0016	0.0003	23.1%	0.0130
ATR	0.0059	0.0061	0.0002	3.1%	0.0000
Volume	2	1	-1	-50.0%	5

Daily Pivots for day following 17-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3200	1.3194	1.3165
R3	1.3184	1.3178	1.3160
R2	1.3168	1.3168	1.3159
R1	1.3162	1.3162	1.3157	1.3165
PP	1.3152	1.3152	1.3152	1.3154
S1	1.3146	1.3146	1.3155	1.3149
S2	1.3136	1.3136	1.3153
S3	1.3120	1.3130	1.3152
S4	1.3104	1.3114	1.3147

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3357	1.3303	1.3062
R3	1.3227	1.3173	1.3026
R2	1.3097	1.3097	1.3014
R1	1.3043	1.3043	1.3002	1.3005
PP	1.2967	1.2967	1.2967	1.2948
S1	1.2913	1.2913	1.2978	1.2875
S2	1.2837	1.2837	1.2966
S3	1.2707	1.2783	1.2954
S4	1.2577	1.2653	1.2919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3158	1.2962	0.0196	1.5%	0.0014	0.1%	99%	True	False	1
10	1.3158	1.2890	0.0268	2.0%	0.0012	0.1%	99%	True	False	1
20	1.3158	1.2888	0.0270	2.1%	0.0014	0.1%	99%	True	False	1
40	1.3200	1.2554	0.0646	4.9%	0.0028	0.2%	93%	False	False	9

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3226
2.618	1.3200
1.618	1.3184
1.000	1.3174
0.618	1.3168
HIGH	1.3158
0.618	1.3152
0.500	1.3150
0.382	1.3148
LOW	1.3142
0.618	1.3132
1.000	1.3126
1.618	1.3116
2.618	1.3100
4.250	1.3074

Fisher Pivots for day following 17-Oct-2012
Pivot	1 day	3 day
R1	1.3154	1.3124
PP	1.3152	1.3092
S1	1.3150	1.3060

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

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