CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 22-Jul-2013

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	1.3109	1.3201	0.0092	0.7%	1.3070
High	1.3151	1.3210	0.0059	0.4%	1.3177
Low	1.3109	1.3201	0.0092	0.7%	1.3070
Close	1.3151	1.3204	0.0053	0.4%	1.3151
Range	0.0042	0.0009	-0.0033	-78.6%	0.0107
ATR	0.0071	0.0070	-0.0001	-1.2%	0.0000
Volume	25	1	-24	-96.0%	61

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3232	1.3227	1.3209
R3	1.3223	1.3218	1.3206
R2	1.3214	1.3214	1.3206
R1	1.3209	1.3209	1.3205	1.3212
PP	1.3205	1.3205	1.3205	1.3206
S1	1.3200	1.3200	1.3203	1.3203
S2	1.3196	1.3196	1.3202
S3	1.3187	1.3191	1.3202
S4	1.3178	1.3182	1.3199

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3454	1.3409	1.3210
R3	1.3347	1.3302	1.3180
R2	1.3240	1.3240	1.3171
R1	1.3195	1.3195	1.3161	1.3218
PP	1.3133	1.3133	1.3133	1.3144
S1	1.3088	1.3088	1.3141	1.3111
S2	1.3026	1.3026	1.3131
S3	1.2919	1.2981	1.3122
S4	1.2812	1.2874	1.3092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3210	1.3109	0.0101	0.8%	0.0029	0.2%	94%	True	False	12
10	1.3210	1.2781	0.0429	3.2%	0.0027	0.2%	99%	True	False	10
20	1.3210	1.2781	0.0429	3.2%	0.0051	0.4%	99%	True	False	13
40	1.3425	1.2781	0.0644	4.9%	0.0039	0.3%	66%	False	False	8

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	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3248
2.618	1.3234
1.618	1.3225
1.000	1.3219
0.618	1.3216
HIGH	1.3210
0.618	1.3207
0.500	1.3206
0.382	1.3204
LOW	1.3201
0.618	1.3195
1.000	1.3192
1.618	1.3186
2.618	1.3177
4.250	1.3163

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	1.3206	1.3189
PP	1.3205	1.3174
S1	1.3205	1.3160

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

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