CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 05-Apr-2013

Day Change Summary
	Previous	Current
	04-Apr-2013	05-Apr-2013	Change	Change %	Previous Week
Open	1.2860	1.2957	0.0097	0.8%	1.2807
High	1.2964	1.3050	0.0086	0.7%	1.3050
Low	1.2775	1.2933	0.0158	1.2%	1.2775
Close	1.2964	1.3038	0.0074	0.6%	1.3038
Range	0.0189	0.0117	-0.0072	-38.1%	0.0275
ATR	0.0081	0.0083	0.0003	3.2%	0.0000
Volume	5	33	28	560.0%	93

Daily Pivots for day following 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3358	1.3315	1.3102
R3	1.3241	1.3198	1.3070
R2	1.3124	1.3124	1.3059
R1	1.3081	1.3081	1.3049	1.3103
PP	1.3007	1.3007	1.3007	1.3018
S1	1.2964	1.2964	1.3027	1.2986
S2	1.2890	1.2890	1.3017
S3	1.2773	1.2847	1.3006
S4	1.2656	1.2730	1.2974

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3779	1.3684	1.3189
R3	1.3504	1.3409	1.3114
R2	1.3229	1.3229	1.3088
R1	1.3134	1.3134	1.3063	1.3182
PP	1.2954	1.2954	1.2954	1.2978
S1	1.2859	1.2859	1.3013	1.2907
S2	1.2679	1.2679	1.2988
S3	1.2404	1.2584	1.2962
S4	1.2129	1.2309	1.2887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3050	1.2775	0.0275	2.1%	0.0090	0.7%	96%	True	False	18
10	1.3050	1.2775	0.0275	2.1%	0.0087	0.7%	96%	True	False	14
20	1.3160	1.2775	0.0385	3.0%	0.0072	0.6%	68%	False	False	15
40	1.3595	1.2775	0.0820	6.3%	0.0063	0.5%	32%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3547
2.618	1.3356
1.618	1.3239
1.000	1.3167
0.618	1.3122
HIGH	1.3050
0.618	1.3005
0.500	1.2992
0.382	1.2978
LOW	1.2933
0.618	1.2861
1.000	1.2816
1.618	1.2744
2.618	1.2627
4.250	1.2436

Fisher Pivots for day following 05-Apr-2013
Pivot	1 day	3 day
R1	1.3023	1.2996
PP	1.3007	1.2954
S1	1.2992	1.2913

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

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