CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 01-Jul-2013

Day Change Summary
	Previous	Current
	28-Jun-2013	01-Jul-2013	Change	Change %	Previous Week
Open	1.3068	1.3040	-0.0028	-0.2%	1.3108
High	1.3108	1.3080	-0.0028	-0.2%	1.3160
Low	1.3020	1.3040	0.0020	0.2%	1.3020
Close	1.3036	1.3076	0.0040	0.3%	1.3036
Range	0.0088	0.0040	-0.0048	-54.5%	0.0140
ATR	0.0061	0.0060	-0.0001	-2.0%	0.0000
Volume	10	29	19	190.0%	35

Daily Pivots for day following 01-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3185	1.3171	1.3098
R3	1.3145	1.3131	1.3087
R2	1.3105	1.3105	1.3083
R1	1.3091	1.3091	1.3080	1.3098
PP	1.3065	1.3065	1.3065	1.3069
S1	1.3051	1.3051	1.3072	1.3058
S2	1.3025	1.3025	1.3069
S3	1.2985	1.3011	1.3065
S4	1.2945	1.2971	1.3054

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%	0.0054	0.4%	40%	False	False	12
10	1.3425	1.3020	0.0405	3.1%	0.0057	0.4%	14%	False	False	8
20	1.3425	1.3020	0.0405	3.1%	0.0041	0.3%	14%	False	False	6

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3250
2.618	1.3185
1.618	1.3145
1.000	1.3120
0.618	1.3105
HIGH	1.3080
0.618	1.3065
0.500	1.3060
0.382	1.3055
LOW	1.3040
0.618	1.3015
1.000	1.3000
1.618	1.2975
2.618	1.2935
4.250	1.2870

Fisher Pivots for day following 01-Jul-2013
Pivot	1 day	3 day
R1	1.3071	1.3072
PP	1.3065	1.3068
S1	1.3060	1.3064

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

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