CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 12-Dec-2012

Day Change Summary
	Previous	Current
	11-Dec-2012	12-Dec-2012	Change	Change %	Previous Week
Open	1.3000	1.3039	0.0039	0.3%	1.3092
High	1.3044	1.3120	0.0076	0.6%	1.3141
Low	1.3000	1.3039	0.0039	0.3%	1.2939
Close	1.3041	1.3120	0.0079	0.6%	1.2968
Range	0.0044	0.0081	0.0037	84.1%	0.0202
ATR	0.0048	0.0050	0.0002	4.9%	0.0000
Volume	2	3	1	50.0%	27

Daily Pivots for day following 12-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3336	1.3309	1.3165
R3	1.3255	1.3228	1.3142
R2	1.3174	1.3174	1.3135
R1	1.3147	1.3147	1.3127	1.3161
PP	1.3093	1.3093	1.3093	1.3100
S1	1.3066	1.3066	1.3113	1.3080
S2	1.3012	1.3012	1.3105
S3	1.2931	1.2985	1.3098
S4	1.2850	1.2904	1.3075

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3622	1.3497	1.3079
R3	1.3420	1.3295	1.3024
R2	1.3218	1.3218	1.3005
R1	1.3093	1.3093	1.2987	1.3055
PP	1.3016	1.3016	1.3016	1.2997
S1	1.2891	1.2891	1.2949	1.2853
S2	1.2814	1.2814	1.2931
S3	1.2612	1.2689	1.2912
S4	1.2410	1.2487	1.2857

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3120	1.2939	0.0181	1.4%	0.0047	0.4%	100%	True	False	2
10	1.3141	1.2939	0.0202	1.5%	0.0034	0.3%	90%	False	False	4
20	1.3141	1.2776	0.0365	2.8%	0.0030	0.2%	94%	False	False	2

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

Fibonacci Retracements and Extensions
4.250	1.3464
2.618	1.3332
1.618	1.3251
1.000	1.3201
0.618	1.3170
HIGH	1.3120
0.618	1.3089
0.500	1.3080
0.382	1.3070
LOW	1.3039
0.618	1.2989
1.000	1.2958
1.618	1.2908
2.618	1.2827
4.250	1.2695

Fisher Pivots for day following 12-Dec-2012
Pivot	1 day	3 day
R1	1.3107	1.3096
PP	1.3093	1.3073
S1	1.3080	1.3049

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

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