CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 24-Jul-2013

Day Change Summary
	Previous	Current
	23-Jul-2013	24-Jul-2013	Change	Change %	Previous Week
Open	1.3193	1.3259	0.0066	0.5%	1.3070
High	1.3249	1.3259	0.0010	0.1%	1.3177
Low	1.3193	1.3209	0.0016	0.1%	1.3070
Close	1.3249	1.3209	-0.0040	-0.3%	1.3151
Range	0.0056	0.0050	-0.0006	-10.7%	0.0107
ATR	0.0069	0.0067	-0.0001	-2.0%	0.0000
Volume	12	3	-9	-75.0%	61

Daily Pivots for day following 24-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3376	1.3342	1.3237
R3	1.3326	1.3292	1.3223
R2	1.3276	1.3276	1.3218
R1	1.3242	1.3242	1.3214	1.3234
PP	1.3226	1.3226	1.3226	1.3222
S1	1.3192	1.3192	1.3204	1.3184
S2	1.3176	1.3176	1.3200
S3	1.3126	1.3142	1.3195
S4	1.3076	1.3092	1.3182

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	1.3259	1.3109	0.0150	1.1%	0.0031	0.2%	67%	True	False	13
10	1.3259	1.3070	0.0189	1.4%	0.0028	0.2%	74%	True	False	9
20	1.3259	1.2781	0.0478	3.6%	0.0050	0.4%	90%	True	False	13
40	1.3425	1.2781	0.0644	4.9%	0.0041	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	True
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3472
2.618	1.3390
1.618	1.3340
1.000	1.3309
0.618	1.3290
HIGH	1.3259
0.618	1.3240
0.500	1.3234
0.382	1.3228
LOW	1.3209
0.618	1.3178
1.000	1.3159
1.618	1.3128
2.618	1.3078
4.250	1.2997

Fisher Pivots for day following 24-Jul-2013
Pivot	1 day	3 day
R1	1.3234	1.3226
PP	1.3226	1.3220
S1	1.3217	1.3215

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

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