CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 18-Jan-2013

Day Change Summary
	Previous	Current
	17-Jan-2013	18-Jan-2013	Change	Change %	Previous Week
Open	1.3400	1.3410	0.0010	0.1%	1.3400
High	1.3407	1.3410	0.0003	0.0%	1.3410
Low	1.3400	1.3341	-0.0059	-0.4%	1.3305
Close	1.3407	1.3341	-0.0066	-0.5%	1.3341
Range	0.0007	0.0069	0.0062	885.7%	0.0105
ATR	0.0059	0.0059	0.0001	1.3%	0.0000
Volume	41	1	-40	-97.6%	89

Daily Pivots for day following 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3571	1.3525	1.3379
R3	1.3502	1.3456	1.3360
R2	1.3433	1.3433	1.3354
R1	1.3387	1.3387	1.3347	1.3376
PP	1.3364	1.3364	1.3364	1.3358
S1	1.3318	1.3318	1.3335	1.3307
S2	1.3295	1.3295	1.3328
S3	1.3226	1.3249	1.3322
S4	1.3157	1.3180	1.3303

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3667	1.3609	1.3399
R3	1.3562	1.3504	1.3370
R2	1.3457	1.3457	1.3360
R1	1.3399	1.3399	1.3351	1.3376
PP	1.3352	1.3352	1.3352	1.3340
S1	1.3294	1.3294	1.3331	1.3271
S2	1.3247	1.3247	1.3322
S3	1.3142	1.3189	1.3312
S4	1.3037	1.3084	1.3283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3410	1.3305	0.0105	0.8%	0.0023	0.2%	34%	True	False	17
10	1.3410	1.3085	0.0325	2.4%	0.0016	0.1%	79%	True	False	10
20	1.3410	1.3030	0.0380	2.8%	0.0016	0.1%	82%	True	False	6
40	1.3410	1.2800	0.0610	4.6%	0.0027	0.2%	89%	True	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3703
2.618	1.3591
1.618	1.3522
1.000	1.3479
0.618	1.3453
HIGH	1.3410
0.618	1.3384
0.500	1.3376
0.382	1.3367
LOW	1.3341
0.618	1.3298
1.000	1.3272
1.618	1.3229
2.618	1.3160
4.250	1.3048

Fisher Pivots for day following 18-Jan-2013
Pivot	1 day	3 day
R1	1.3376	1.3362
PP	1.3364	1.3355
S1	1.3353	1.3348

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

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