CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 15-Jan-2013

Day Change Summary
	Previous	Current
	14-Jan-2013	15-Jan-2013	Change	Change %	Previous Week
Open	1.3400	1.3340	-0.0060	-0.4%	1.3115
High	1.3402	1.3340	-0.0062	-0.5%	1.3367
Low	1.3400	1.3305	-0.0095	-0.7%	1.3085
Close	1.3402	1.3321	-0.0081	-0.6%	1.3363
Range	0.0002	0.0035	0.0033	1,650.0%	0.0282
ATR	0.0057	0.0060	0.0003	5.1%	0.0000
Volume	5	1	-4	-80.0%	18

Daily Pivots for day following 15-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3427	1.3409	1.3340
R3	1.3392	1.3374	1.3331
R2	1.3357	1.3357	1.3327
R1	1.3339	1.3339	1.3324	1.3331
PP	1.3322	1.3322	1.3322	1.3318
S1	1.3304	1.3304	1.3318	1.3296
S2	1.3287	1.3287	1.3315
S3	1.3252	1.3269	1.3311
S4	1.3217	1.3234	1.3302

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.4118	1.4022	1.3518
R3	1.3836	1.3740	1.3441
R2	1.3554	1.3554	1.3415
R1	1.3458	1.3458	1.3389	1.3506
PP	1.3272	1.3272	1.3272	1.3296
S1	1.3176	1.3176	1.3337	1.3224
S2	1.2990	1.2990	1.3311
S3	1.2708	1.2894	1.3285
S4	1.2426	1.2612	1.3208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3402	1.3085	0.0317	2.4%	0.0009	0.1%	74%	False	False	2
10	1.3402	1.3030	0.0372	2.8%	0.0021	0.2%	78%	False	False	2
20	1.3402	1.3030	0.0372	2.8%	0.0017	0.1%	78%	False	False	3
40	1.3402	1.2776	0.0626	4.7%	0.0026	0.2%	87%	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	0.0001
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3489
2.618	1.3432
1.618	1.3397
1.000	1.3375
0.618	1.3362
HIGH	1.3340
0.618	1.3327
0.500	1.3323
0.382	1.3318
LOW	1.3305
0.618	1.3283
1.000	1.3270
1.618	1.3248
2.618	1.3213
4.250	1.3156

Fisher Pivots for day following 15-Jan-2013
Pivot	1 day	3 day
R1	1.3323	1.3354
PP	1.3322	1.3343
S1	1.3322	1.3332

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

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