CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	1.3082	1.3050	-0.0032	-0.2%	1.3358
High	1.3082	1.3066	-0.0016	-0.1%	1.3425
Low	1.3022	1.3032	0.0010	0.1%	1.3160
Close	1.3022	1.3066	0.0044	0.3%	1.3160
Range	0.0060	0.0034	-0.0026	-43.3%	0.0265
ATR	0.0060	0.0059	-0.0001	-1.9%	0.0000
Volume	6	11	5	83.3%	22

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3157	1.3145	1.3085
R3	1.3123	1.3111	1.3075
R2	1.3089	1.3089	1.3072
R1	1.3077	1.3077	1.3069	1.3083
PP	1.3055	1.3055	1.3055	1.3058
S1	1.3043	1.3043	1.3063	1.3049
S2	1.3021	1.3021	1.3060
S3	1.2987	1.3009	1.3057
S4	1.2953	1.2975	1.3047

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	1.3160	1.3022	0.0138	1.1%	0.0040	0.3%	32%	False	False	6
10	1.3425	1.3022	0.0403	3.1%	0.0046	0.3%	11%	False	False	5
20	1.3425	1.3000	0.0425	3.3%	0.0037	0.3%	16%	False	False	4

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3211
2.618	1.3155
1.618	1.3121
1.000	1.3100
0.618	1.3087
HIGH	1.3066
0.618	1.3053
0.500	1.3049
0.382	1.3045
LOW	1.3032
0.618	1.3011
1.000	1.2998
1.618	1.2977
2.618	1.2943
4.250	1.2888

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	1.3060	1.3091
PP	1.3055	1.3083
S1	1.3049	1.3074

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

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