CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 05-Mar-2013

Day Change Summary
	Previous	Current
	04-Mar-2013	05-Mar-2013	Change	Change %	Previous Week
Open	1.3031	1.3082	0.0051	0.4%	1.3246
High	1.3057	1.3082	0.0025	0.2%	1.3320
Low	1.3021	1.3060	0.0039	0.3%	1.3050
Close	1.3057	1.3071	0.0014	0.1%	1.3050
Range	0.0036	0.0022	-0.0014	-38.9%	0.0270
ATR	0.0072	0.0069	-0.0003	-4.7%	0.0000
Volume	6	33	27	450.0%	24

Daily Pivots for day following 05-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3137	1.3126	1.3083
R3	1.3115	1.3104	1.3077
R2	1.3093	1.3093	1.3075
R1	1.3082	1.3082	1.3073	1.3077
PP	1.3071	1.3071	1.3071	1.3068
S1	1.3060	1.3060	1.3069	1.3055
S2	1.3049	1.3049	1.3067
S3	1.3027	1.3038	1.3065
S4	1.3005	1.3016	1.3059

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3950	1.3770	1.3199
R3	1.3680	1.3500	1.3124
R2	1.3410	1.3410	1.3100
R1	1.3230	1.3230	1.3075	1.3185
PP	1.3140	1.3140	1.3140	1.3118
S1	1.2960	1.2960	1.3025	1.2915
S2	1.2870	1.2870	1.3001
S3	1.2600	1.2690	1.2976
S4	1.2330	1.2420	1.2902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3174	1.3021	0.0153	1.2%	0.0036	0.3%	33%	False	False	10
10	1.3443	1.3021	0.0422	3.2%	0.0063	0.5%	12%	False	False	7
20	1.3605	1.3021	0.0584	4.5%	0.0049	0.4%	9%	False	False	7

Crabel Price Patterns
NR	True
NR4	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3176
2.618	1.3140
1.618	1.3118
1.000	1.3104
0.618	1.3096
HIGH	1.3082
0.618	1.3074
0.500	1.3071
0.382	1.3068
LOW	1.3060
0.618	1.3046
1.000	1.3038
1.618	1.3024
2.618	1.3002
4.250	1.2967

Fisher Pivots for day following 05-Mar-2013
Pivot	1 day	3 day
R1	1.3071	1.3065
PP	1.3071	1.3058
S1	1.3071	1.3052

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

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