CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 08-Jan-2013

Day Change Summary
	Previous	Current
	07-Jan-2013	08-Jan-2013	Change	Change %	Previous Week
Open	1.3115	1.3107	-0.0008	-0.1%	1.3233
High	1.3142	1.3114	-0.0028	-0.2%	1.3233
Low	1.3115	1.3107	-0.0008	-0.1%	1.3030
Close	1.3142	1.3114	-0.0028	-0.2%	1.3101
Range	0.0027	0.0007	-0.0020	-74.1%	0.0203
ATR	0.0047	0.0046	-0.0001	-1.9%	0.0000
Volume	11	1	-10	-90.9%	7

Daily Pivots for day following 08-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3133	1.3130	1.3118
R3	1.3126	1.3123	1.3116
R2	1.3119	1.3119	1.3115
R1	1.3116	1.3116	1.3115	1.3118
PP	1.3112	1.3112	1.3112	1.3112
S1	1.3109	1.3109	1.3113	1.3111
S2	1.3105	1.3105	1.3113
S3	1.3098	1.3102	1.3112
S4	1.3091	1.3095	1.3110

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3730	1.3619	1.3213
R3	1.3527	1.3416	1.3157
R2	1.3324	1.3324	1.3138
R1	1.3213	1.3213	1.3120	1.3167
PP	1.3121	1.3121	1.3121	1.3099
S1	1.3010	1.3010	1.3082	1.2964
S2	1.2918	1.2918	1.3064
S3	1.2715	1.2807	1.3045
S4	1.2512	1.2604	1.2989

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3207	1.3030	0.0177	1.3%	0.0033	0.2%	47%	False	False	3
10	1.3275	1.3030	0.0245	1.9%	0.0016	0.1%	34%	False	False	2
20	1.3338	1.2978	0.0360	2.7%	0.0026	0.2%	38%	False	False	3
40	1.3338	1.2751	0.0587	4.5%	0.0025	0.2%	62%	False	False	3

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3144
2.618	1.3132
1.618	1.3125
1.000	1.3121
0.618	1.3118
HIGH	1.3114
0.618	1.3111
0.500	1.3111
0.382	1.3110
LOW	1.3107
0.618	1.3103
1.000	1.3100
1.618	1.3096
2.618	1.3089
4.250	1.3077

Fisher Pivots for day following 08-Jan-2013
Pivot	1 day	3 day
R1	1.3113	1.3105
PP	1.3112	1.3095
S1	1.3111	1.3086

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

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