CME Euro FX (E) Future September 2013

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Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary Previous Current 26-Nov-2012 27-Nov-2012 Change Change % Previous Week Open 1.3001 1.2977 -0.0024 -0.2% 1.2812 High 1.3007 1.2977 -0.0030 -0.2% 1.3031 Low 1.3001 1.2977 -0.0024 -0.2% 1.2800 Close 1.3007 1.2977 -0.0030 -0.2% 1.3031 Range 0.0006 0.0000 -0.0006 -100.0% 0.0231 ATR 0.0045 0.0044 -0.0001 -2.3% 0.0000 Volume 2 1 -1 -50.0% 9
Daily Pivots for day following 27-Nov-2012 Classic Woodie Camarilla DeMark R4 1.2977 1.2977 1.2977 R3 1.2977 1.2977 1.2977 R2 1.2977 1.2977 1.2977 R1 1.2977 1.2977 1.2977 1.2977 PP 1.2977 1.2977 1.2977 1.2977 S1 1.2977 1.2977 1.2977 1.2977 S2 1.2977 1.2977 1.2977 S3 1.2977 1.2977 1.2977 S4 1.2977 1.2977 1.2977	Weekly Pivots for week ending 23-Nov-2012 Classic Woodie Camarilla DeMark R4 1.3647 1.3570 1.3158 R3 1.3416 1.3339 1.3095 R2 1.3185 1.3185 1.3073 R1 1.3108 1.3108 1.3052 1.3147 PP 1.2954 1.2954 1.2954 1.2973 S1 1.2877 1.2877 1.3010 1.2916 S2 1.2723 1.2723 1.2989 S3 1.2492 1.2646 1.2967 S4 1.2261 1.2415 1.2904
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3031 1.2800 0.0231 1.8% 0.0034 0.3% 77% False False 2 10 1.3031 1.2751 0.0280 2.2% 0.0022 0.2% 81% False False 2 20 1.3031 1.2751 0.0280 2.2% 0.0012 0.1% 81% False False 2
Crabel Price Patterns NR True NR4 True 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 False Stretch 0.0000 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.2977 2.618 1.2977 1.618 1.2977 1.000 1.2977 0.618 1.2977 HIGH 1.2977 0.618 1.2977 0.500 1.2977 0.382 1.2977 LOW 1.2977 0.618 1.2977 1.000 1.2977 1.618 1.2977 2.618 1.2977 4.250 1.2977
Fisher Pivots for day following 27-Nov-2012 Pivot 1 day 3 day R1 1.2977 1.2986 PP 1.2977 1.2983 S1 1.2977 1.2980

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