CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 01-Jul-2013

Day Change Summary
	Previous	Current
	28-Jun-2013	01-Jul-2013	Change	Change %	Previous Week
Open	1.3043	1.3014	-0.0029	-0.2%	1.3113
High	1.3108	1.3072	-0.0036	-0.3%	1.3156
Low	1.2995	1.3009	0.0014	0.1%	1.2988
Close	1.3023	1.3063	0.0040	0.3%	1.3023
Range	0.0113	0.0063	-0.0050	-44.2%	0.0168
ATR	0.0105	0.0102	-0.0003	-2.8%	0.0000
Volume	266,624	189,879	-76,745	-28.8%	1,296,017

Daily Pivots for day following 01-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3237	1.3213	1.3098
R3	1.3174	1.3150	1.3080
R2	1.3111	1.3111	1.3075
R1	1.3087	1.3087	1.3069	1.3099
PP	1.3048	1.3048	1.3048	1.3054
S1	1.3024	1.3024	1.3057	1.3036
S2	1.2985	1.2985	1.3051
S3	1.2922	1.2961	1.3046
S4	1.2859	1.2898	1.3028

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3560	1.3459	1.3115
R3	1.3392	1.3291	1.3069
R2	1.3224	1.3224	1.3054
R1	1.3123	1.3123	1.3038	1.3090
PP	1.3056	1.3056	1.3056	1.3039
S1	1.2955	1.2955	1.3008	1.2922
S2	1.2888	1.2888	1.2992
S3	1.2720	1.2787	1.2977
S4	1.2552	1.2619	1.2931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3156	1.2988	0.0168	1.3%	0.0086	0.7%	45%	False	False	241,485
10	1.3424	1.2988	0.0436	3.3%	0.0106	0.8%	17%	False	False	258,624
20	1.3424	1.2988	0.0436	3.3%	0.0102	0.8%	17%	False	False	170,265
40	1.3424	1.2810	0.0614	4.7%	0.0104	0.8%	41%	False	False	86,151
60	1.3424	1.2810	0.0614	4.7%	0.0100	0.8%	41%	False	False	57,527
80	1.3424	1.2770	0.0654	5.0%	0.0100	0.8%	45%	False	False	43,180
100	1.3528	1.2770	0.0758	5.8%	0.0093	0.7%	39%	False	False	34,548
120	1.3700	1.2770	0.0930	7.1%	0.0083	0.6%	32%	False	False	28,792

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3340
2.618	1.3237
1.618	1.3174
1.000	1.3135
0.618	1.3111
HIGH	1.3072
0.618	1.3048
0.500	1.3041
0.382	1.3033
LOW	1.3009
0.618	1.2970
1.000	1.2946
1.618	1.2907
2.618	1.2844
4.250	1.2741

Fisher Pivots for day following 01-Jul-2013
Pivot	1 day	3 day
R1	1.3056	1.3059
PP	1.3048	1.3055
S1	1.3041	1.3052

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

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