CME Euro FX (E) Future June 2013

Trading Metrics calculated at close of trading on 01-Apr-2013

Day Change Summary
	Previous	Current
	28-Mar-2013	01-Apr-2013	Change	Change %	Previous Week
Open	1.2786	1.2819	0.0033	0.3%	1.2975
High	1.2852	1.2875	0.0023	0.2%	1.3094
Low	1.2762	1.2778	0.0016	0.1%	1.2758
Close	1.2823	1.2856	0.0033	0.3%	1.2823
Range	0.0090	0.0097	0.0007	7.8%	0.0336
ATR	0.0118	0.0117	-0.0002	-1.3%	0.0000
Volume	270,700	95,747	-174,953	-64.6%	1,226,053

Daily Pivots for day following 01-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3127	1.3089	1.2909
R3	1.3030	1.2992	1.2883
R2	1.2933	1.2933	1.2874
R1	1.2895	1.2895	1.2865	1.2914
PP	1.2836	1.2836	1.2836	1.2846
S1	1.2798	1.2798	1.2847	1.2817
S2	1.2739	1.2739	1.2838
S3	1.2642	1.2701	1.2829
S4	1.2545	1.2604	1.2803

Weekly Pivots for week ending 29-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3900	1.3697	1.3008
R3	1.3564	1.3361	1.2915
R2	1.3228	1.3228	1.2885
R1	1.3025	1.3025	1.2854	1.2959
PP	1.2892	1.2892	1.2892	1.2858
S1	1.2689	1.2689	1.2792	1.2623
S2	1.2556	1.2556	1.2761
S3	1.2220	1.2353	1.2731
S4	1.1884	1.2017	1.2638

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3094	1.2758	0.0336	2.6%	0.0125	1.0%	29%	False	False	264,360
10	1.3094	1.2758	0.0336	2.6%	0.0118	0.9%	29%	False	False	301,157
20	1.3143	1.2758	0.0385	3.0%	0.0113	0.9%	25%	False	False	183,037
40	1.3731	1.2758	0.0973	7.6%	0.0117	0.9%	10%	False	False	92,088
60	1.3731	1.2758	0.0973	7.6%	0.0108	0.8%	10%	False	False	61,486
80	1.3731	1.2758	0.0973	7.6%	0.0097	0.8%	10%	False	False	46,133
100	1.3731	1.2711	0.1020	7.9%	0.0086	0.7%	14%	False	False	36,911
120	1.3731	1.2711	0.1020	7.9%	0.0075	0.6%	14%	False	False	30,759

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	0.0030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3287
2.618	1.3129
1.618	1.3032
1.000	1.2972
0.618	1.2935
HIGH	1.2875
0.618	1.2838
0.500	1.2827
0.382	1.2815
LOW	1.2778
0.618	1.2718
1.000	1.2681
1.618	1.2621
2.618	1.2524
4.250	1.2366

Fisher Pivots for day following 01-Apr-2013
Pivot	1 day	3 day
R1	1.2846	1.2843
PP	1.2836	1.2830
S1	1.2827	1.2817

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

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