CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 23-Jul-2013

Day Change Summary
	Previous	Current
	22-Jul-2013	23-Jul-2013	Change	Change %	Previous Week
Open	1.3201	1.3193	-0.0008	-0.1%	1.3070
High	1.3210	1.3249	0.0039	0.3%	1.3177
Low	1.3201	1.3193	-0.0008	-0.1%	1.3070
Close	1.3204	1.3249	0.0045	0.3%	1.3151
Range	0.0009	0.0056	0.0047	522.2%	0.0107
ATR	0.0070	0.0069	-0.0001	-1.4%	0.0000
Volume	1	12	11	1,100.0%	61

Daily Pivots for day following 23-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3398	1.3380	1.3280
R3	1.3342	1.3324	1.3264
R2	1.3286	1.3286	1.3259
R1	1.3268	1.3268	1.3254	1.3277
PP	1.3230	1.3230	1.3230	1.3235
S1	1.3212	1.3212	1.3244	1.3221
S2	1.3174	1.3174	1.3239
S3	1.3118	1.3156	1.3234
S4	1.3062	1.3100	1.3218

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	1.3249	1.3109	0.0140	1.1%	0.0032	0.2%	100%	True	False	13
10	1.3249	1.2901	0.0348	2.6%	0.0023	0.2%	100%	True	False	10
20	1.3249	1.2781	0.0468	3.5%	0.0050	0.4%	100%	True	False	13
40	1.3425	1.2781	0.0644	4.9%	0.0040	0.3%	73%	False	False	8

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	0.0001
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3487
2.618	1.3396
1.618	1.3340
1.000	1.3305
0.618	1.3284
HIGH	1.3249
0.618	1.3228
0.500	1.3221
0.382	1.3214
LOW	1.3193
0.618	1.3158
1.000	1.3137
1.618	1.3102
2.618	1.3046
4.250	1.2955

Fisher Pivots for day following 23-Jul-2013
Pivot	1 day	3 day
R1	1.3240	1.3226
PP	1.3230	1.3202
S1	1.3221	1.3179

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

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