CME Euro FX (E) Future March 2014

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

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	1.3108	1.3126	0.0018	0.1%	1.2905
High	1.3108	1.3126	0.0018	0.1%	1.3074
Low	1.3108	1.3088	-0.0020	-0.2%	1.2905
Close	1.3108	1.3113	0.0005	0.0%	1.3012
Range	0.0000	0.0038	0.0038		0.0169
ATR	0.0058	0.0057	-0.0001	-2.5%	0.0000
Volume	5	5	0	0.0%	4

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3223	1.3206	1.3134
R3	1.3185	1.3168	1.3123
R2	1.3147	1.3147	1.3120
R1	1.3130	1.3130	1.3116	1.3120
PP	1.3109	1.3109	1.3109	1.3104
S1	1.3092	1.3092	1.3110	1.3082
S2	1.3071	1.3071	1.3106
S3	1.3033	1.3054	1.3103
S4	1.2995	1.3016	1.3092

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3504	1.3427	1.3105
R3	1.3335	1.3258	1.3058
R2	1.3166	1.3166	1.3043
R1	1.3089	1.3089	1.3027	1.3128
PP	1.2997	1.2997	1.2997	1.3016
S1	1.2920	1.2920	1.2997	1.2959
S2	1.2828	1.2828	1.2981
S3	1.2659	1.2751	1.2966
S4	1.2490	1.2582	1.2919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3126	1.3000	0.0126	1.0%	0.0016	0.1%	90%	True	False	2
10	1.3126	1.2873	0.0253	1.9%	0.0009	0.1%	95%	True	False	1
20	1.3190	1.2863	0.0327	2.5%	0.0013	0.1%	76%	False	False	2

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.3288
2.618	1.3225
1.618	1.3187
1.000	1.3164
0.618	1.3149
HIGH	1.3126
0.618	1.3111
0.500	1.3107
0.382	1.3103
LOW	1.3088
0.618	1.3065
1.000	1.3050
1.618	1.3027
2.618	1.2989
4.250	1.2927

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	1.3111	1.3111
PP	1.3109	1.3109
S1	1.3107	1.3107

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

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