CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	1.3082	1.3080	-0.0002	0.0%	1.3246
High	1.3082	1.3080	-0.0002	0.0%	1.3320
Low	1.3060	1.3025	-0.0035	-0.3%	1.3050
Close	1.3071	1.3025	-0.0046	-0.4%	1.3050
Range	0.0022	0.0055	0.0033	150.0%	0.0270
ATR	0.0069	0.0068	-0.0001	-1.4%	0.0000
Volume	33	8	-25	-75.8%	24

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3208	1.3172	1.3055
R3	1.3153	1.3117	1.3040
R2	1.3098	1.3098	1.3035
R1	1.3062	1.3062	1.3030	1.3053
PP	1.3043	1.3043	1.3043	1.3039
S1	1.3007	1.3007	1.3020	1.2998
S2	1.2988	1.2988	1.3015
S3	1.2933	1.2952	1.3010
S4	1.2878	1.2897	1.2995

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%	0.0038	0.3%	3%	False	False	10
10	1.3320	1.3021	0.0299	2.3%	0.0055	0.4%	1%	False	False	7
20	1.3595	1.3021	0.0574	4.4%	0.0051	0.4%	1%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3314
2.618	1.3224
1.618	1.3169
1.000	1.3135
0.618	1.3114
HIGH	1.3080
0.618	1.3059
0.500	1.3053
0.382	1.3046
LOW	1.3025
0.618	1.2991
1.000	1.2970
1.618	1.2936
2.618	1.2881
4.250	1.2791

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	1.3053	1.3052
PP	1.3043	1.3043
S1	1.3034	1.3034

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

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