CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 25-Mar-2013

Day Change Summary
	Previous	Current
	22-Mar-2013	25-Mar-2013	Change	Change %	Previous Week
Open	1.2938	1.3050	0.0112	0.9%	1.2950
High	1.3028	1.3050	0.0022	0.2%	1.3028
Low	1.2938	1.2862	-0.0076	-0.6%	1.2888
Close	1.3012	1.2891	-0.0121	-0.9%	1.3012
Range	0.0090	0.0188	0.0098	108.9%	0.0140
ATR	0.0075	0.0083	0.0008	10.7%	0.0000
Volume	3	16	13	433.3%	62

Daily Pivots for day following 25-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3498	1.3383	1.2994
R3	1.3310	1.3195	1.2943
R2	1.3122	1.3122	1.2925
R1	1.3007	1.3007	1.2908	1.2971
PP	1.2934	1.2934	1.2934	1.2916
S1	1.2819	1.2819	1.2874	1.2783
S2	1.2746	1.2746	1.2857
S3	1.2558	1.2631	1.2839
S4	1.2370	1.2443	1.2788

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	1.3050	1.2862	0.0188	1.5%	0.0085	0.7%	15%	True	True	13
10	1.3100	1.2862	0.0238	1.8%	0.0067	0.5%	12%	False	True	16
20	1.3174	1.2862	0.0312	2.4%	0.0058	0.4%	9%	False	True	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.3849
2.618	1.3542
1.618	1.3354
1.000	1.3238
0.618	1.3166
HIGH	1.3050
0.618	1.2978
0.500	1.2956
0.382	1.2934
LOW	1.2862
0.618	1.2746
1.000	1.2674
1.618	1.2558
2.618	1.2370
4.250	1.2063

Fisher Pivots for day following 25-Mar-2013
Pivot	1 day	3 day
R1	1.2956	1.2956
PP	1.2934	1.2934
S1	1.2913	1.2913

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

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