CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 21-Mar-2013

Day Change Summary
	Previous	Current
	20-Mar-2013	21-Mar-2013	Change	Change %	Previous Week
Open	1.2902	1.2934	0.0032	0.2%	1.3050
High	1.2976	1.2944	-0.0032	-0.2%	1.3100
Low	1.2902	1.2934	0.0032	0.2%	1.2967
Close	1.2973	1.2944	-0.0029	-0.2%	1.3081
Range	0.0074	0.0010	-0.0064	-86.5%	0.0133
ATR	0.0077	0.0074	-0.0003	-3.5%	0.0000
Volume	5	40	35	700.0%	104

Daily Pivots for day following 21-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.2971	1.2967	1.2950
R3	1.2961	1.2957	1.2947
R2	1.2951	1.2951	1.2946
R1	1.2947	1.2947	1.2945	1.2949
PP	1.2941	1.2941	1.2941	1.2942
S1	1.2937	1.2937	1.2943	1.2939
S2	1.2931	1.2931	1.2942
S3	1.2921	1.2927	1.2941
S4	1.2911	1.2917	1.2939

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%	0.0051	0.4%	26%	False	False	12
10	1.3160	1.2888	0.0272	2.1%	0.0058	0.4%	21%	False	False	17
20	1.3320	1.2888	0.0432	3.3%	0.0057	0.4%	13%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2987
2.618	1.2970
1.618	1.2960
1.000	1.2954
0.618	1.2950
HIGH	1.2944
0.618	1.2940
0.500	1.2939
0.382	1.2938
LOW	1.2934
0.618	1.2928
1.000	1.2924
1.618	1.2918
2.618	1.2908
4.250	1.2892

Fisher Pivots for day following 21-Mar-2013
Pivot	1 day	3 day
R1	1.2942	1.2940
PP	1.2941	1.2936
S1	1.2939	1.2932

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

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