CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 05-Jul-2013

Day Change Summary
	Previous	Current
	03-Jul-2013	05-Jul-2013	Change	Change %	Previous Week
Open	1.2958	1.3012	0.0054	0.4%	1.3040
High	1.3038	1.3012	-0.0026	-0.2%	1.3086
Low	1.2958	1.2830	-0.0128	-1.0%	1.2830
Close	1.3030	1.2850	-0.0180	-1.4%	1.2850
Range	0.0080	0.0182	0.0102	127.5%	0.0256
ATR	0.0063	0.0073	0.0010	15.4%	0.0000
Volume	9	9	0	0.0%	83

Daily Pivots for day following 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3443	1.3329	1.2950
R3	1.3261	1.3147	1.2900
R2	1.3079	1.3079	1.2883
R1	1.2965	1.2965	1.2867	1.2931
PP	1.2897	1.2897	1.2897	1.2881
S1	1.2783	1.2783	1.2833	1.2749
S2	1.2715	1.2715	1.2817
S3	1.2533	1.2601	1.2800
S4	1.2351	1.2419	1.2750

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3690	1.3526	1.2991
R3	1.3434	1.3270	1.2920
R2	1.3178	1.3178	1.2897
R1	1.3014	1.3014	1.2873	1.2968
PP	1.2922	1.2922	1.2922	1.2899
S1	1.2758	1.2758	1.2827	1.2712
S2	1.2666	1.2666	1.2803
S3	1.2410	1.2502	1.2780
S4	1.2154	1.2246	1.2709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3108	1.2830	0.0278	2.2%	0.0097	0.8%	7%	False	True	18
10	1.3160	1.2830	0.0330	2.6%	0.0069	0.5%	6%	False	True	12
20	1.3425	1.2830	0.0595	4.6%	0.0051	0.4%	3%	False	True	8
40	1.3425	1.2830	0.0595	4.6%	0.0035	0.3%	3%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1.3786
2.618	1.3488
1.618	1.3306
1.000	1.3194
0.618	1.3124
HIGH	1.3012
0.618	1.2942
0.500	1.2921
0.382	1.2900
LOW	1.2830
0.618	1.2718
1.000	1.2648
1.618	1.2536
2.618	1.2354
4.250	1.2057

Fisher Pivots for day following 05-Jul-2013
Pivot	1 day	3 day
R1	1.2921	1.2958
PP	1.2897	1.2922
S1	1.2874	1.2886

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

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