CME Euro FX (E) Future September 2013

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

Day Change Summary
	Previous	Current
	05-Jul-2013	08-Jul-2013	Change	Change %	Previous Week
Open	1.2994	1.2827	-0.0167	-1.3%	1.3014
High	1.3028	1.2886	-0.0142	-1.1%	1.3082
Low	1.2808	1.2815	0.0007	0.1%	1.2808
Close	1.2833	1.2878	0.0045	0.4%	1.2833
Range	0.0220	0.0071	-0.0149	-67.7%	0.0274
ATR	0.0112	0.0109	-0.0003	-2.6%	0.0000
Volume	431,229	182,993	-248,236	-57.6%	1,121,833

Daily Pivots for day following 08-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3073	1.3046	1.2917
R3	1.3002	1.2975	1.2898
R2	1.2931	1.2931	1.2891
R1	1.2904	1.2904	1.2885	1.2918
PP	1.2860	1.2860	1.2860	1.2866
S1	1.2833	1.2833	1.2871	1.2847
S2	1.2789	1.2789	1.2865
S3	1.2718	1.2762	1.2858
S4	1.2647	1.2691	1.2839

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3730	1.3555	1.2984
R3	1.3456	1.3281	1.2908
R2	1.3182	1.3182	1.2883
R1	1.3007	1.3007	1.2858	1.2958
PP	1.2908	1.2908	1.2908	1.2883
S1	1.2733	1.2733	1.2808	1.2684
S2	1.2634	1.2634	1.2783
S3	1.2360	1.2459	1.2758
S4	1.2086	1.2185	1.2682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3082	1.2808	0.0274	2.1%	0.0116	0.9%	26%	False	False	260,965
10	1.3156	1.2808	0.0348	2.7%	0.0103	0.8%	20%	False	False	260,084
20	1.3424	1.2808	0.0616	4.8%	0.0105	0.8%	11%	False	False	223,061
40	1.3424	1.2808	0.0616	4.8%	0.0106	0.8%	11%	False	False	113,988
60	1.3424	1.2808	0.0616	4.8%	0.0104	0.8%	11%	False	False	76,085
80	1.3424	1.2770	0.0654	5.1%	0.0102	0.8%	17%	False	False	57,114
100	1.3528	1.2770	0.0758	5.9%	0.0097	0.8%	14%	False	False	45,698
120	1.3700	1.2770	0.0930	7.2%	0.0087	0.7%	12%	False	False	38,083

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3188
2.618	1.3072
1.618	1.3001
1.000	1.2957
0.618	1.2930
HIGH	1.2886
0.618	1.2859
0.500	1.2851
0.382	1.2842
LOW	1.2815
0.618	1.2771
1.000	1.2744
1.618	1.2700
2.618	1.2629
4.250	1.2513

Fisher Pivots for day following 08-Jul-2013
Pivot	1 day	3 day
R1	1.2869	1.2923
PP	1.2860	1.2908
S1	1.2851	1.2893

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

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