CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 04-Jan-2013

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.17)

Moving Averages

Sell

-0.20

Oscillators

Neutral

0.00

Price Levels

Sell

-0.50

Trend

Sell

-0.50

Relative Volume (20d): 1.93x

ATR(14) %: 0.7%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	03-Jan-2013	04-Jan-2013	Change	Change %	Previous Week
Open	1.3195	1.3050	-0.0145	-1.1%	1.3227
High	1.3198	1.3100	-0.0098	-0.7%	1.3289
Low	1.3055	1.3005	-0.0050	-0.4%	1.3005
Close	1.3069	1.3080	0.0011	0.1%	1.3080
Range	0.0143	0.0095	-0.0048	-33.6%	0.0284
ATR(14)	0.0088	0.0088	0.0001	0.6%	0.0088
Volume	253,804	263,072	9,268	3.7%	790,017

Multi-Period Performance

1-Month (21d)

-0.3%

3-Month (63d)

0.3%

6-Month (126d)

6.2%

1-Year (252d)

—

Year-To-Date (YTD)

-0.8%

52-Week Range

52W Low: 1.2090 (8.2%)

Position (80%)

52W High: 1.3321 (1.8%)

Daily Pivots for day following 04-Jan-2013

Level	Classic	Woodie	Camarilla	DeMark
R4	1.3347	1.3308	1.3132
R3	1.3252	1.3213	1.3106
R2	1.3157	1.3157	1.3097
R1	1.3118	1.3118	1.3089	1.3138
PP	1.3062	1.3062	1.3062	1.3071
S1	1.3023	1.3023	1.3071	1.3043
S2	1.2967	1.2967	1.3063
S3	1.2872	1.2928	1.3054
S4	1.2777	1.2833	1.3028

Weekly Pivots for week ending 04-Jan-2013

Level	Classic	Woodie	Camarilla	DeMark
R4	1.3977	1.3812	1.3236
R3	1.3693	1.3528	1.3158
R2	1.3409	1.3409	1.3132
R1	1.3244	1.3244	1.3106	1.3185
PP	1.3125	1.3125	1.3125	1.3095
S1	1.2960	1.2960	1.3054	1.2901
S2	1.2841	1.2841	1.3028
S3	1.2557	1.2676	1.3002
S4	1.2273	1.2392	1.2924

Fisher Pivots for day following 04-Jan-2013

Pivot	1 Day	3 Day
R1	1.3071	1.3147
PP	1.3062	1.3125
S1	1.3053	1.3102

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1.3504
2.618	1.3349
1.618	1.3254
1.000	1.3195
0.618	1.3159
HIGH	1.3100
0.618	1.3064
0.500	1.3053
0.382	1.3041
LOW	1.3005
0.618	1.2946
1.000	1.2910
1.618	1.2851
2.618	1.2756
4.250	1.2601

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	1.3031
38.2%	1.2851
50.0%	1.2706
61.8%	1.2560
78.6%	1.2353

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	1.3154	-0.0074	-0.6%	Below
10-Day SMA	1.3189	-0.0109	-0.8%	Below
20-Day SMA	1.3140	-0.0060	-0.5%	Below
50-Day SMA	1.2994	0.0086	0.7%	Above
100-Day SMA	1.2909	0.0171	1.3%	Above
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 1.3344

Middle: 1.3140

Lower: 1.2935

Bandwidth: 3.1%

Ichimoku Kinko Hyo:

Tenkan-sen: 1.3150

Kijun-sen: 1.3107

Span A: 1.3128

Span B: 1.3001

Chikou Span: 1.2950

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

47.24

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

0.00

Signal: 0.01 · Hist: -0.00

Stochastic (14, 3)

Neutral

%K: 23.73

%D: 28.76

StochRSI (14)

Neutral

%K: 1.49

%D: 14.85

ADX (14) & Trend

Weakening

22.04

+DI: 23.24 · -DI: 24.01

CCI (20)

Neutral

-57.60

Range -100 to +100

Williams %R (14)

Neutral

-76.27

Range -100 to 0

Ultimate Oscillator

Neutral

41.64

Periods: 7, 14, 28

ROC (12)

Bullish

-0.70%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

-0.01

Bull: -0.01 · Bear: -0.01

Crabel Price Patterns

Pattern	Signal / Value
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	True
Bull Hook	False
Stretch	0.0018
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3289	1.3005	0.0284	2.2%	0.0104	0.8%	26%	False	True	184,423
10	1.3308	1.3005	0.0303	2.3%	0.0092	0.7%	25%	False	True	159,646
20	1.3321	1.2892	0.0429	3.3%	0.0089	0.7%	44%	False	False	136,191
40	1.3321	1.2680	0.0641	4.9%	0.0083	0.6%	62%	False	False	68,780
60	1.3321	1.2680	0.0641	4.9%	0.0079	0.6%	62%	False	False	45,906
80	1.3321	1.2680	0.0641	4.9%	0.0082	0.6%	62%	False	False	34,465
100	1.3321	1.2318	0.1003	7.7%	0.0072	0.5%	76%	False	False	27,575
120	1.3321	1.2090	0.1231	9.4%	0.0067	0.5%	80%	False	False	22,980

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