CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 16-Apr-2013

Day Change Summary
	Previous	Current
	15-Apr-2013	16-Apr-2013	Change	Change %	Previous Week
Open	1.3101	1.3060	-0.0041	-0.3%	1.3018
High	1.3101	1.3214	0.0113	0.9%	1.3154
Low	1.3063	1.3060	-0.0003	0.0%	1.3009
Close	1.3063	1.3214	0.0151	1.2%	1.3103
Range	0.0038	0.0154	0.0116	305.3%	0.0145
ATR	0.0076	0.0082	0.0006	7.3%	0.0000
Volume	21	15	-6	-28.6%	83

Daily Pivots for day following 16-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3625	1.3573	1.3299
R3	1.3471	1.3419	1.3256
R2	1.3317	1.3317	1.3242
R1	1.3265	1.3265	1.3228	1.3291
PP	1.3163	1.3163	1.3163	1.3176
S1	1.3111	1.3111	1.3200	1.3137
S2	1.3009	1.3009	1.3186
S3	1.2855	1.2957	1.3172
S4	1.2701	1.2803	1.3129

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3524	1.3458	1.3183
R3	1.3379	1.3313	1.3143
R2	1.3234	1.3234	1.3130
R1	1.3168	1.3168	1.3116	1.3201
PP	1.3089	1.3089	1.3089	1.3105
S1	1.3023	1.3023	1.3090	1.3056
S2	1.2944	1.2944	1.3076
S3	1.2799	1.2878	1.3063
S4	1.2654	1.2733	1.3023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3214	1.3060	0.0154	1.2%	0.0074	0.6%	100%	True	True	14
10	1.3214	1.2775	0.0439	3.3%	0.0083	0.6%	100%	True	False	15
20	1.3214	1.2775	0.0439	3.3%	0.0074	0.6%	100%	True	False	15
40	1.3443	1.2775	0.0668	5.1%	0.0068	0.5%	66%	False	False	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	0.0018
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3869
2.618	1.3617
1.618	1.3463
1.000	1.3368
0.618	1.3309
HIGH	1.3214
0.618	1.3155
0.500	1.3137
0.382	1.3119
LOW	1.3060
0.618	1.2965
1.000	1.2906
1.618	1.2811
2.618	1.2657
4.250	1.2406

Fisher Pivots for day following 16-Apr-2013
Pivot	1 day	3 day
R1	1.3188	1.3188
PP	1.3163	1.3163
S1	1.3137	1.3137

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

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