CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 03-Jul-2013

Day Change Summary
	Previous	Current
	02-Jul-2013	03-Jul-2013	Change	Change %	Previous Week
Open	1.3084	1.2958	-0.0126	-1.0%	1.3108
High	1.3086	1.3038	-0.0048	-0.4%	1.3160
Low	1.2990	1.2958	-0.0032	-0.2%	1.3020
Close	1.2994	1.3030	0.0036	0.3%	1.3036
Range	0.0096	0.0080	-0.0016	-16.7%	0.0140
ATR	0.0062	0.0063	0.0001	2.1%	0.0000
Volume	36	9	-27	-75.0%	35

Daily Pivots for day following 03-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3249	1.3219	1.3074
R3	1.3169	1.3139	1.3052
R2	1.3089	1.3089	1.3045
R1	1.3059	1.3059	1.3037	1.3074
PP	1.3009	1.3009	1.3009	1.3016
S1	1.2979	1.2979	1.3023	1.2994
S2	1.2929	1.2929	1.3015
S3	1.2849	1.2899	1.3008
S4	1.2769	1.2819	1.2986

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	1.2958	0.0150	1.2%	0.0068	0.5%	48%	False	True	19
10	1.3261	1.2958	0.0303	2.3%	0.0057	0.4%	24%	False	True	11
20	1.3425	1.2958	0.0467	3.6%	0.0048	0.4%	15%	False	True	8
40	1.3425	1.2863	0.0562	4.3%	0.0031	0.2%	30%	False	False	5

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3378
2.618	1.3247
1.618	1.3167
1.000	1.3118
0.618	1.3087
HIGH	1.3038
0.618	1.3007
0.500	1.2998
0.382	1.2989
LOW	1.2958
0.618	1.2909
1.000	1.2878
1.618	1.2829
2.618	1.2749
4.250	1.2618

Fisher Pivots for day following 03-Jul-2013
Pivot	1 day	3 day
R1	1.3019	1.3027
PP	1.3009	1.3025
S1	1.2998	1.3022

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

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