CME Euro FX (E) Future June 2013

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Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary Previous Current 21-Sep-2012 24-Sep-2012 Change Change % Previous Week Open 1.3015 1.2974 -0.0041 -0.3% 1.3138 High 1.3028 1.2974 -0.0054 -0.4% 1.3138 Low 1.3015 1.2974 -0.0041 -0.3% 1.3010 Close 1.3028 1.2974 -0.0054 -0.4% 1.3028 Range 0.0013 0.0000 -0.0013 -100.0% 0.0128 ATR 0.0068 0.0067 -0.0001 -1.5% 0.0000 Volume 1 2 1 100.0% 81
Daily Pivots for day following 24-Sep-2012 Classic Woodie Camarilla DeMark R4 1.2974 1.2974 1.2974 R3 1.2974 1.2974 1.2974 R2 1.2974 1.2974 1.2974 R1 1.2974 1.2974 1.2974 1.2974 PP 1.2974 1.2974 1.2974 1.2974 S1 1.2974 1.2974 1.2974 1.2974 S2 1.2974 1.2974 1.2974 S3 1.2974 1.2974 1.2974 S4 1.2974 1.2974 1.2974	Weekly Pivots for week ending 21-Sep-2012 Classic Woodie Camarilla DeMark R4 1.3443 1.3363 1.3098 R3 1.3315 1.3235 1.3063 R2 1.3187 1.3187 1.3051 R1 1.3107 1.3107 1.3040 1.3083 PP 1.3059 1.3059 1.3059 1.3047 S1 1.2979 1.2979 1.3016 1.2955 S2 1.2931 1.2931 1.3005 S3 1.2803 1.2851 1.2993 S4 1.2675 1.2723 1.2958
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3110 1.2974 0.0136 1.0% 0.0004 0.0% 0% False True 9 10 1.3200 1.2871 0.0329 2.5% 0.0039 0.3% 31% False False 23 20 1.3200 1.2554 0.0646 5.0% 0.0039 0.3% 65% False False 16
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0011 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.2974 2.618 1.2974 1.618 1.2974 1.000 1.2974 0.618 1.2974 HIGH 1.2974 0.618 1.2974 0.500 1.2974 0.382 1.2974 LOW 1.2974 0.618 1.2974 1.000 1.2974 1.618 1.2974 2.618 1.2974 4.250 1.2974
Fisher Pivots for day following 24-Sep-2012 Pivot 1 day 3 day R1 1.2974 1.3001 PP 1.2974 1.2992 S1 1.2974 1.2983

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