CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 11-Apr-2013

Day Change Summary
	Previous	Current
	10-Apr-2013	11-Apr-2013	Change	Change %	Previous Week
Open	1.3124	1.3100	-0.0024	-0.2%	1.2807
High	1.3150	1.3154	0.0004	0.0%	1.3050
Low	1.3081	1.3100	0.0019	0.1%	1.2775
Close	1.3081	1.3135	0.0054	0.4%	1.3038
Range	0.0069	0.0054	-0.0015	-21.7%	0.0275
ATR	0.0081	0.0081	-0.0001	-0.7%	0.0000
Volume	10	6	-4	-40.0%	93

Daily Pivots for day following 11-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3292	1.3267	1.3165
R3	1.3238	1.3213	1.3150
R2	1.3184	1.3184	1.3145
R1	1.3159	1.3159	1.3140	1.3172
PP	1.3130	1.3130	1.3130	1.3136
S1	1.3105	1.3105	1.3130	1.3118
S2	1.3076	1.3076	1.3125
S3	1.3022	1.3051	1.3120
S4	1.2968	1.2997	1.3105

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	1.3154	1.2933	0.0221	1.7%	0.0069	0.5%	91%	True	False	19
10	1.3154	1.2775	0.0379	2.9%	0.0073	0.6%	95%	True	False	17
20	1.3154	1.2775	0.0379	2.9%	0.0068	0.5%	95%	True	False	14
40	1.3472	1.2775	0.0697	5.3%	0.0062	0.5%	52%	False	False	12

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3384
2.618	1.3295
1.618	1.3241
1.000	1.3208
0.618	1.3187
HIGH	1.3154
0.618	1.3133
0.500	1.3127
0.382	1.3121
LOW	1.3100
0.618	1.3067
1.000	1.3046
1.618	1.3013
2.618	1.2959
4.250	1.2871

Fisher Pivots for day following 11-Apr-2013
Pivot	1 day	3 day
R1	1.3132	1.3128
PP	1.3130	1.3121
S1	1.3127	1.3115

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

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