CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 22-Mar-2013

Day Change Summary
	Previous	Current
	21-Mar-2013	22-Mar-2013	Change	Change %	Previous Week
Open	1.2934	1.2938	0.0004	0.0%	1.2950
High	1.2944	1.3028	0.0084	0.6%	1.3028
Low	1.2934	1.2938	0.0004	0.0%	1.2888
Close	1.2944	1.3012	0.0068	0.5%	1.3012
Range	0.0010	0.0090	0.0080	800.0%	0.0140
ATR	0.0074	0.0075	0.0001	1.5%	0.0000
Volume	40	3	-37	-92.5%	62

Daily Pivots for day following 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3263	1.3227	1.3062
R3	1.3173	1.3137	1.3037
R2	1.3083	1.3083	1.3029
R1	1.3047	1.3047	1.3020	1.3065
PP	1.2993	1.2993	1.2993	1.3002
S1	1.2957	1.2957	1.3004	1.2975
S2	1.2903	1.2903	1.2996
S3	1.2813	1.2867	1.2987
S4	1.2723	1.2777	1.2963

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3396	1.3344	1.3089
R3	1.3256	1.3204	1.3051
R2	1.3116	1.3116	1.3038
R1	1.3064	1.3064	1.3025	1.3090
PP	1.2976	1.2976	1.2976	1.2989
S1	1.2924	1.2924	1.2999	1.2950
S2	1.2836	1.2836	1.2986
S3	1.2696	1.2784	1.2974
S4	1.2556	1.2644	1.2935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3028	1.2888	0.0140	1.1%	0.0058	0.4%	89%	True	False	12
10	1.3100	1.2888	0.0212	1.6%	0.0051	0.4%	58%	False	False	16
20	1.3320	1.2888	0.0432	3.3%	0.0057	0.4%	29%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3411
2.618	1.3264
1.618	1.3174
1.000	1.3118
0.618	1.3084
HIGH	1.3028
0.618	1.2994
0.500	1.2983
0.382	1.2972
LOW	1.2938
0.618	1.2882
1.000	1.2848
1.618	1.2792
2.618	1.2702
4.250	1.2556

Fisher Pivots for day following 22-Mar-2013
Pivot	1 day	3 day
R1	1.3002	1.2996
PP	1.2993	1.2981
S1	1.2983	1.2965

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

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