CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	1.3050	1.3068	0.0018	0.1%	1.3108
High	1.3066	1.3108	0.0042	0.3%	1.3160
Low	1.3032	1.3020	-0.0012	-0.1%	1.3020
Close	1.3066	1.3036	-0.0030	-0.2%	1.3036
Range	0.0034	0.0088	0.0054	158.8%	0.0140
ATR	0.0059	0.0061	0.0002	3.6%	0.0000
Volume	11	10	-1	-9.1%	35

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3319	1.3265	1.3084
R3	1.3231	1.3177	1.3060
R2	1.3143	1.3143	1.3052
R1	1.3089	1.3089	1.3044	1.3072
PP	1.3055	1.3055	1.3055	1.3046
S1	1.3001	1.3001	1.3028	1.2984
S2	1.2967	1.2967	1.3020
S3	1.2879	1.2913	1.3012
S4	1.2791	1.2825	1.2988

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3492	1.3404	1.3113
R3	1.3352	1.3264	1.3075
R2	1.3212	1.3212	1.3062
R1	1.3124	1.3124	1.3049	1.3098
PP	1.3072	1.3072	1.3072	1.3059
S1	1.2984	1.2984	1.3023	1.2958
S2	1.2932	1.2932	1.3010
S3	1.2792	1.2844	1.2998
S4	1.2652	1.2704	1.2959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3160	1.3020	0.0140	1.1%	0.0058	0.4%	11%	False	True	7
10	1.3425	1.3020	0.0405	3.1%	0.0054	0.4%	4%	False	True	5
20	1.3425	1.3020	0.0405	3.1%	0.0041	0.3%	4%	False	True	4

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3482
2.618	1.3338
1.618	1.3250
1.000	1.3196
0.618	1.3162
HIGH	1.3108
0.618	1.3074
0.500	1.3064
0.382	1.3054
LOW	1.3020
0.618	1.2966
1.000	1.2932
1.618	1.2878
2.618	1.2790
4.250	1.2646

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	1.3064	1.3064
PP	1.3055	1.3055
S1	1.3045	1.3045

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

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