CME Euro FX (E) Future June 2014

Trading Metrics calculated at close of trading on 12-Sep-2013

Day Change Summary
	Previous	Current
	11-Sep-2013	12-Sep-2013	Change	Change %	Previous Week
Open	1.3325	1.3270	-0.0055	-0.4%	1.3183
High	1.3325	1.3318	-0.0007	-0.1%	1.3222
Low	1.3324	1.3270	-0.0054	-0.4%	1.3131
Close	1.3324	1.3318	-0.0006	0.0%	1.3197
Range	0.0001	0.0048	0.0047	4,700.0%	0.0091
ATR	0.0046	0.0047	0.0001	1.2%	0.0000
Volume	4	1	-3	-75.0%	8

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3446	1.3430	1.3344
R3	1.3398	1.3382	1.3331
R2	1.3350	1.3350	1.3327
R1	1.3334	1.3334	1.3322	1.3342
PP	1.3302	1.3302	1.3302	1.3306
S1	1.3286	1.3286	1.3314	1.3294
S2	1.3254	1.3254	1.3309
S3	1.3206	1.3238	1.3305
S4	1.3158	1.3190	1.3292

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3456	1.3418	1.3247
R3	1.3365	1.3327	1.3222
R2	1.3274	1.3274	1.3214
R1	1.3236	1.3236	1.3205	1.3255
PP	1.3183	1.3183	1.3183	1.3193
S1	1.3145	1.3145	1.3189	1.3164
S2	1.3092	1.3092	1.3180
S3	1.3001	1.3054	1.3172
S4	1.2910	1.2963	1.3147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3325	1.3131	0.0194	1.5%	0.0038	0.3%	96%	False	False	3
10	1.3325	1.3131	0.0194	1.5%	0.0026	0.2%	96%	False	False	2
20	1.3435	1.3131	0.0304	2.3%	0.0014	0.1%	62%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3522
2.618	1.3444
1.618	1.3396
1.000	1.3366
0.618	1.3348
HIGH	1.3318
0.618	1.3300
0.500	1.3294
0.382	1.3288
LOW	1.3270
0.618	1.3240
1.000	1.3222
1.618	1.3192
2.618	1.3144
4.250	1.3066

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	1.3310	1.3311
PP	1.3302	1.3304
S1	1.3294	1.3298

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

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