CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	1.3018	1.3053	0.0035	0.3%	1.3050
High	1.3034	1.3100	0.0066	0.5%	1.3100
Low	1.3015	1.3046	0.0031	0.2%	1.2967
Close	1.3026	1.3081	0.0055	0.4%	1.3081
Range	0.0019	0.0054	0.0035	184.2%	0.0133
ATR	0.0072	0.0072	0.0000	0.2%	0.0000
Volume	19	5	-14	-73.7%	104

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3238	1.3213	1.3111
R3	1.3184	1.3159	1.3096
R2	1.3130	1.3130	1.3091
R1	1.3105	1.3105	1.3086	1.3118
PP	1.3076	1.3076	1.3076	1.3082
S1	1.3051	1.3051	1.3076	1.3064
S2	1.3022	1.3022	1.3071
S3	1.2968	1.2997	1.3066
S4	1.2914	1.2943	1.3051

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3448	1.3398	1.3154
R3	1.3315	1.3265	1.3118
R2	1.3182	1.3182	1.3105
R1	1.3132	1.3132	1.3093	1.3157
PP	1.3049	1.3049	1.3049	1.3062
S1	1.2999	1.2999	1.3069	1.3024
S2	1.2916	1.2916	1.3057
S3	1.2783	1.2866	1.3044
S4	1.2650	1.2733	1.3008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3100	1.2967	0.0133	1.0%	0.0043	0.3%	86%	True	False	20
10	1.3160	1.2967	0.0193	1.5%	0.0055	0.4%	59%	False	False	16
20	1.3443	1.2967	0.0476	3.6%	0.0059	0.4%	24%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3330
2.618	1.3241
1.618	1.3187
1.000	1.3154
0.618	1.3133
HIGH	1.3100
0.618	1.3079
0.500	1.3073
0.382	1.3067
LOW	1.3046
0.618	1.3013
1.000	1.2992
1.618	1.2959
2.618	1.2905
4.250	1.2817

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	1.3078	1.3065
PP	1.3076	1.3049
S1	1.3073	1.3034

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

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