CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	1.3040	1.3084	0.0044	0.3%	1.3108
High	1.3080	1.3086	0.0006	0.0%	1.3160
Low	1.3040	1.2990	-0.0050	-0.4%	1.3020
Close	1.3076	1.2994	-0.0082	-0.6%	1.3036
Range	0.0040	0.0096	0.0056	140.0%	0.0140
ATR	0.0060	0.0062	0.0003	4.4%	0.0000
Volume	29	36	7	24.1%	35

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3311	1.3249	1.3047
R3	1.3215	1.3153	1.3020
R2	1.3119	1.3119	1.3012
R1	1.3057	1.3057	1.3003	1.3040
PP	1.3023	1.3023	1.3023	1.3015
S1	1.2961	1.2961	1.2985	1.2944
S2	1.2927	1.2927	1.2976
S3	1.2831	1.2865	1.2968
S4	1.2735	1.2769	1.2941

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	1.3108	1.2990	0.0118	0.9%	0.0064	0.5%	3%	False	True	18
10	1.3415	1.2990	0.0425	3.3%	0.0062	0.5%	1%	False	True	11
20	1.3425	1.2990	0.0435	3.3%	0.0046	0.4%	1%	False	True	7

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 9 trading days

Fibonacci Retracements and Extensions
4.250	1.3494
2.618	1.3337
1.618	1.3241
1.000	1.3182
0.618	1.3145
HIGH	1.3086
0.618	1.3049
0.500	1.3038
0.382	1.3027
LOW	1.2990
0.618	1.2931
1.000	1.2894
1.618	1.2835
2.618	1.2739
4.250	1.2582

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	1.3038	1.3049
PP	1.3023	1.3031
S1	1.3009	1.3012

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

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