CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 19-Mar-2013

Day Change Summary
	Previous	Current
	18-Mar-2013	19-Mar-2013	Change	Change %	Previous Week
Open	1.2950	1.2950	0.0000	0.0%	1.3050
High	1.3004	1.2950	-0.0054	-0.4%	1.3100
Low	1.2950	1.2888	-0.0062	-0.5%	1.2967
Close	1.2975	1.2904	-0.0071	-0.5%	1.3081
Range	0.0054	0.0062	0.0008	14.8%	0.0133
ATR	0.0077	0.0077	0.0001	1.0%	0.0000
Volume	10	4	-6	-60.0%	104

Daily Pivots for day following 19-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3100	1.3064	1.2938
R3	1.3038	1.3002	1.2921
R2	1.2976	1.2976	1.2915
R1	1.2940	1.2940	1.2910	1.2927
PP	1.2914	1.2914	1.2914	1.2908
S1	1.2878	1.2878	1.2898	1.2865
S2	1.2852	1.2852	1.2893
S3	1.2790	1.2816	1.2887
S4	1.2728	1.2754	1.2870

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	1.2888	0.0212	1.6%	0.0062	0.5%	8%	False	True	12
10	1.3160	1.2888	0.0272	2.1%	0.0061	0.5%	6%	False	True	14
20	1.3443	1.2888	0.0555	4.3%	0.0062	0.5%	3%	False	True	10

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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3214
2.618	1.3112
1.618	1.3050
1.000	1.3012
0.618	1.2988
HIGH	1.2950
0.618	1.2926
0.500	1.2919
0.382	1.2912
LOW	1.2888
0.618	1.2850
1.000	1.2826
1.618	1.2788
2.618	1.2726
4.250	1.2625

Fisher Pivots for day following 19-Mar-2013
Pivot	1 day	3 day
R1	1.2919	1.2994
PP	1.2914	1.2964
S1	1.2909	1.2934

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

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