CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 13-Mar-2013

Day Change Summary
	Previous	Current
	12-Mar-2013	13-Mar-2013	Change	Change %	Previous Week
Open	1.3052	1.3083	0.0031	0.2%	1.3031
High	1.3053	1.3089	0.0036	0.3%	1.3160
Low	1.3052	1.2967	-0.0085	-0.7%	1.3000
Close	1.3053	1.2987	-0.0066	-0.5%	1.3030
Range	0.0001	0.0122	0.0121	12,100.0%	0.0160
ATR	0.0070	0.0074	0.0004	5.2%	0.0000
Volume	37	22	-15	-40.5%	61

Daily Pivots for day following 13-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3380	1.3306	1.3054
R3	1.3258	1.3184	1.3021
R2	1.3136	1.3136	1.3009
R1	1.3062	1.3062	1.2998	1.3038
PP	1.3014	1.3014	1.3014	1.3003
S1	1.2940	1.2940	1.2976	1.2916
S2	1.2892	1.2892	1.2965
S3	1.2770	1.2818	1.2953
S4	1.2648	1.2696	1.2920

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3543	1.3447	1.3118
R3	1.3383	1.3287	1.3074
R2	1.3223	1.3223	1.3059
R1	1.3127	1.3127	1.3045	1.3095
PP	1.3063	1.3063	1.3063	1.3048
S1	1.2967	1.2967	1.3015	1.2935
S2	1.2903	1.2903	1.3001
S3	1.2743	1.2807	1.2986
S4	1.2583	1.2647	1.2942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3160	1.2967	0.0193	1.5%	0.0073	0.6%	10%	False	True	18
10	1.3174	1.2967	0.0207	1.6%	0.0056	0.4%	10%	False	True	14
20	1.3472	1.2967	0.0505	3.9%	0.0055	0.4%	4%	False	True	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3608
2.618	1.3408
1.618	1.3286
1.000	1.3211
0.618	1.3164
HIGH	1.3089
0.618	1.3042
0.500	1.3028
0.382	1.3014
LOW	1.2967
0.618	1.2892
1.000	1.2845
1.618	1.2770
2.618	1.2648
4.250	1.2449

Fisher Pivots for day following 13-Mar-2013
Pivot	1 day	3 day
R1	1.3028	1.3028
PP	1.3014	1.3014
S1	1.3001	1.3001

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

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