CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	1.3021	1.3015	-0.0006	0.0%	1.3001
High	1.3026	1.3060	0.0034	0.3%	1.3060
Low	1.3015	1.3015	0.0000	0.0%	1.2932
Close	1.3015	1.3039	0.0024	0.2%	1.3039
Range	0.0011	0.0045	0.0034	309.1%	0.0128
ATR	0.0044	0.0044	0.0000	0.1%	0.0000
Volume	2	4	2	100.0%	10

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3173	1.3151	1.3064
R3	1.3128	1.3106	1.3051
R2	1.3083	1.3083	1.3047
R1	1.3061	1.3061	1.3043	1.3072
PP	1.3038	1.3038	1.3038	1.3044
S1	1.3016	1.3016	1.3035	1.3027
S2	1.2993	1.2993	1.3031
S3	1.2948	1.2971	1.3027
S4	1.2903	1.2926	1.3014

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3394	1.3345	1.3109
R3	1.3266	1.3217	1.3074
R2	1.3138	1.3138	1.3062
R1	1.3089	1.3089	1.3051	1.3114
PP	1.3010	1.3010	1.3010	1.3023
S1	1.2961	1.2961	1.3027	1.2986
S2	1.2882	1.2882	1.3016
S3	1.2754	1.2833	1.3004
S4	1.2626	1.2705	1.2969

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3060	1.2932	0.0128	1.0%	0.0021	0.2%	84%	True	False	2
10	1.3060	1.2776	0.0284	2.2%	0.0032	0.2%	93%	True	False	2
20	1.3060	1.2751	0.0309	2.4%	0.0016	0.1%	93%	True	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3251
2.618	1.3178
1.618	1.3133
1.000	1.3105
0.618	1.3088
HIGH	1.3060
0.618	1.3043
0.500	1.3038
0.382	1.3032
LOW	1.3015
0.618	1.2987
1.000	1.2970
1.618	1.2942
2.618	1.2897
4.250	1.2824

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	1.3039	1.3025
PP	1.3038	1.3010
S1	1.3038	1.2996

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

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