CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 17-Jul-2013

Day Change Summary
	Previous	Current
	16-Jul-2013	17-Jul-2013	Change	Change %	Previous Week
Open	1.3140	1.3160	0.0020	0.2%	1.2844
High	1.3177	1.3168	-0.0009	-0.1%	1.3115
Low	1.3140	1.3113	-0.0027	-0.2%	1.2781
Close	1.3177	1.3128	-0.0049	-0.4%	1.3077
Range	0.0037	0.0055	0.0018	48.6%	0.0334
ATR	0.0079	0.0078	-0.0001	-1.3%	0.0000
Volume	5	4	-1	-20.0%	86

Daily Pivots for day following 17-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3301	1.3270	1.3158
R3	1.3246	1.3215	1.3143
R2	1.3191	1.3191	1.3138
R1	1.3160	1.3160	1.3133	1.3148
PP	1.3136	1.3136	1.3136	1.3131
S1	1.3105	1.3105	1.3123	1.3093
S2	1.3081	1.3081	1.3118
S3	1.3026	1.3050	1.3113
S4	1.2971	1.2995	1.3098

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3993	1.3869	1.3261
R3	1.3659	1.3535	1.3169
R2	1.3325	1.3325	1.3138
R1	1.3201	1.3201	1.3108	1.3263
PP	1.2991	1.2991	1.2991	1.3022
S1	1.2867	1.2867	1.3046	1.2929
S2	1.2657	1.2657	1.3016
S3	1.2323	1.2533	1.2985
S4	1.1989	1.2199	1.2893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3177	1.3070	0.0107	0.8%	0.0025	0.2%	54%	False	False	6
10	1.3177	1.2781	0.0396	3.0%	0.0053	0.4%	88%	False	False	11
20	1.3415	1.2781	0.0634	4.8%	0.0057	0.4%	55%	False	False	11
40	1.3425	1.2781	0.0644	4.9%	0.0038	0.3%	54%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3402
2.618	1.3312
1.618	1.3257
1.000	1.3223
0.618	1.3202
HIGH	1.3168
0.618	1.3147
0.500	1.3141
0.382	1.3134
LOW	1.3113
0.618	1.3079
1.000	1.3058
1.618	1.3024
2.618	1.2969
4.250	1.2879

Fisher Pivots for day following 17-Jul-2013
Pivot	1 day	3 day
R1	1.3141	1.3127
PP	1.3136	1.3125
S1	1.3132	1.3124

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

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