CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	1.3160	1.3108	-0.0052	-0.4%	1.3358
High	1.3160	1.3160	0.0000	0.0%	1.3425
Low	1.3160	1.3102	-0.0058	-0.4%	1.3160
Close	1.3160	1.3144	-0.0016	-0.1%	1.3160
Range	0.0000	0.0058	0.0058		0.0265
ATR	0.0058	0.0058	0.0000	0.0%	0.0000
Volume	5	1	-4	-80.0%	22

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3309	1.3285	1.3176
R3	1.3251	1.3227	1.3160
R2	1.3193	1.3193	1.3155
R1	1.3169	1.3169	1.3149	1.3181
PP	1.3135	1.3135	1.3135	1.3142
S1	1.3111	1.3111	1.3139	1.3123
S2	1.3077	1.3077	1.3133
S3	1.3019	1.3053	1.3128
S4	1.2961	1.2995	1.3112

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.4043	1.3867	1.3306
R3	1.3778	1.3602	1.3233
R2	1.3513	1.3513	1.3209
R1	1.3337	1.3337	1.3184	1.3293
PP	1.3248	1.3248	1.3248	1.3226
S1	1.3072	1.3072	1.3136	1.3028
S2	1.2983	1.2983	1.3111
S3	1.2718	1.2807	1.3087
S4	1.2453	1.2542	1.3014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3425	1.3102	0.0323	2.5%	0.0060	0.5%	13%	False	True	3
10	1.3425	1.3102	0.0323	2.5%	0.0036	0.3%	13%	False	True	4
20	1.3425	1.2905	0.0520	4.0%	0.0030	0.2%	46%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3407
2.618	1.3312
1.618	1.3254
1.000	1.3218
0.618	1.3196
HIGH	1.3160
0.618	1.3138
0.500	1.3131
0.382	1.3124
LOW	1.3102
0.618	1.3066
1.000	1.3044
1.618	1.3008
2.618	1.2950
4.250	1.2856

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	1.3140	1.3182
PP	1.3135	1.3169
S1	1.3131	1.3157

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

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