CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 03-Jan-2013

Day Change Summary
	Previous	Current
	02-Jan-2013	03-Jan-2013	Change	Change %	Previous Week
Open	1.3200	1.3143	-0.0057	-0.4%	1.3226
High	1.3207	1.3143	-0.0064	-0.5%	1.3275
Low	1.3200	1.3092	-0.0108	-0.8%	1.3226
Close	1.3207	1.3092	-0.0115	-0.9%	1.3257
Range	0.0007	0.0051	0.0044	628.6%	0.0049
ATR	0.0041	0.0046	0.0005	13.0%	0.0000
Volume	2	1	-1	-50.0%	8

Daily Pivots for day following 03-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3262	1.3228	1.3120
R3	1.3211	1.3177	1.3106
R2	1.3160	1.3160	1.3101
R1	1.3126	1.3126	1.3097	1.3118
PP	1.3109	1.3109	1.3109	1.3105
S1	1.3075	1.3075	1.3087	1.3067
S2	1.3058	1.3058	1.3083
S3	1.3007	1.3024	1.3078
S4	1.2956	1.2973	1.3064

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3400	1.3377	1.3284
R3	1.3351	1.3328	1.3270
R2	1.3302	1.3302	1.3266
R1	1.3279	1.3279	1.3261	1.3291
PP	1.3253	1.3253	1.3253	1.3258
S1	1.3230	1.3230	1.3253	1.3242
S2	1.3204	1.3204	1.3248
S3	1.3155	1.3181	1.3244
S4	1.3106	1.3132	1.3230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3275	1.3092	0.0183	1.4%	0.0012	0.1%	0%	False	True	1
10	1.3338	1.3092	0.0246	1.9%	0.0015	0.1%	0%	False	True	1
20	1.3338	1.2939	0.0399	3.0%	0.0027	0.2%	38%	False	False	3
40	1.3338	1.2751	0.0587	4.5%	0.0023	0.2%	58%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.3360
2.618	1.3277
1.618	1.3226
1.000	1.3194
0.618	1.3175
HIGH	1.3143
0.618	1.3124
0.500	1.3118
0.382	1.3111
LOW	1.3092
0.618	1.3060
1.000	1.3041
1.618	1.3009
2.618	1.2958
4.250	1.2875

Fisher Pivots for day following 03-Jan-2013
Pivot	1 day	3 day
R1	1.3118	1.3163
PP	1.3109	1.3139
S1	1.3101	1.3116

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

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