CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	1.3138	1.3275	0.0137	1.0%	1.3096
High	1.3273	1.3275	0.0002	0.0%	1.3275
Low	1.3138	1.3246	0.0108	0.8%	1.3088
Close	1.3273	1.3246	-0.0027	-0.2%	1.3246
Range	0.0135	0.0029	-0.0106	-78.5%	0.0187
ATR	0.0064	0.0062	-0.0003	-3.9%	0.0000
Volume	6	5	-1	-16.7%	23

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3343	1.3323	1.3262
R3	1.3314	1.3294	1.3254
R2	1.3285	1.3285	1.3251
R1	1.3265	1.3265	1.3249	1.3261
PP	1.3256	1.3256	1.3256	1.3253
S1	1.3236	1.3236	1.3243	1.3232
S2	1.3227	1.3227	1.3241
S3	1.3198	1.3207	1.3238
S4	1.3169	1.3178	1.3230

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3764	1.3692	1.3349
R3	1.3577	1.3505	1.3297
R2	1.3390	1.3390	1.3280
R1	1.3318	1.3318	1.3263	1.3354
PP	1.3203	1.3203	1.3203	1.3221
S1	1.3131	1.3131	1.3229	1.3167
S2	1.3016	1.3016	1.3212
S3	1.2829	1.2944	1.3195
S4	1.2642	1.2757	1.3143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3275	1.3088	0.0187	1.4%	0.0045	0.3%	84%	True	False	4
10	1.3275	1.2905	0.0370	2.8%	0.0026	0.2%	92%	True	False	2
20	1.3275	1.2863	0.0412	3.1%	0.0015	0.1%	93%	True	False	2

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	True
Stretch	0.0000
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3398
2.618	1.3351
1.618	1.3322
1.000	1.3304
0.618	1.3293
HIGH	1.3275
0.618	1.3264
0.500	1.3261
0.382	1.3257
LOW	1.3246
0.618	1.3228
1.000	1.3217
1.618	1.3199
2.618	1.3170
4.250	1.3123

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	1.3261	1.3225
PP	1.3256	1.3203
S1	1.3251	1.3182

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

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