CME Euro FX (E) Future December 2013

Trading Metrics calculated at close of trading on 17-Apr-2013

Day Change Summary
	Previous	Current
	16-Apr-2013	17-Apr-2013	Change	Change %	Previous Week
Open	1.3060	1.3201	0.0141	1.1%	1.3018
High	1.3214	1.3209	-0.0005	0.0%	1.3154
Low	1.3060	1.3037	-0.0023	-0.2%	1.3009
Close	1.3214	1.3038	-0.0176	-1.3%	1.3103
Range	0.0154	0.0172	0.0018	11.7%	0.0145
ATR	0.0082	0.0089	0.0007	8.3%	0.0000
Volume	15	63	48	320.0%	83

Daily Pivots for day following 17-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3611	1.3496	1.3133
R3	1.3439	1.3324	1.3085
R2	1.3267	1.3267	1.3070
R1	1.3152	1.3152	1.3054	1.3124
PP	1.3095	1.3095	1.3095	1.3080
S1	1.2980	1.2980	1.3022	1.2952
S2	1.2923	1.2923	1.3006
S3	1.2751	1.2808	1.2991
S4	1.2579	1.2636	1.2943

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	1.3037	0.0177	1.4%	0.0095	0.7%	1%	False	True	25
10	1.3214	1.2775	0.0439	3.4%	0.0095	0.7%	60%	False	False	22
20	1.3214	1.2775	0.0439	3.4%	0.0080	0.6%	60%	False	False	18
40	1.3443	1.2775	0.0668	5.1%	0.0071	0.5%	39%	False	False	14

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	0.0019
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.3940
2.618	1.3659
1.618	1.3487
1.000	1.3381
0.618	1.3315
HIGH	1.3209
0.618	1.3143
0.500	1.3123
0.382	1.3103
LOW	1.3037
0.618	1.2931
1.000	1.2865
1.618	1.2759
2.618	1.2587
4.250	1.2306

Fisher Pivots for day following 17-Apr-2013
Pivot	1 day	3 day
R1	1.3123	1.3126
PP	1.3095	1.3096
S1	1.3066	1.3067

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

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