CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	1.3372	1.3360	-0.0012	-0.1%	1.3096
High	1.3372	1.3370	-0.0002	0.0%	1.3275
Low	1.3351	1.3348	-0.0003	0.0%	1.3088
Close	1.3351	1.3367	0.0016	0.1%	1.3246
Range	0.0021	0.0022	0.0001	4.8%	0.0187
ATR	0.0058	0.0055	-0.0003	-4.4%	0.0000
Volume	2	9	7	350.0%	23

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3428	1.3419	1.3379
R3	1.3406	1.3397	1.3373
R2	1.3384	1.3384	1.3371
R1	1.3375	1.3375	1.3369	1.3380
PP	1.3362	1.3362	1.3362	1.3364
S1	1.3353	1.3353	1.3365	1.3358
S2	1.3340	1.3340	1.3363
S3	1.3318	1.3331	1.3361
S4	1.3296	1.3309	1.3355

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	1.3372	1.3246	0.0126	0.9%	0.0014	0.1%	96%	False	False	3
10	1.3372	1.3000	0.0372	2.8%	0.0028	0.2%	99%	False	False	3
20	1.3372	1.2863	0.0509	3.8%	0.0015	0.1%	99%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0001
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3464
2.618	1.3428
1.618	1.3406
1.000	1.3392
0.618	1.3384
HIGH	1.3370
0.618	1.3362
0.500	1.3359
0.382	1.3356
LOW	1.3348
0.618	1.3334
1.000	1.3326
1.618	1.3312
2.618	1.3290
4.250	1.3255

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	1.3364	1.3362
PP	1.3362	1.3356
S1	1.3359	1.3351

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

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