CME Euro FX (E) Future March 2012

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Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary Previous Current 13-Jun-2011 14-Jun-2011 Change Change % Previous Week Open 1.4289 1.4306 0.0017 0.1% 1.4450 High 1.4289 1.4306 0.0017 0.1% 1.4556 Low 1.4289 1.4306 0.0017 0.1% 1.4230 Close 1.4289 1.4341 0.0052 0.4% 1.4230 Range ATR 0.0089 0.0084 -0.0005 -5.8% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 14-Jun-2011 Classic Woodie Camarilla DeMark R4 1.4318 1.4329 1.4341 R3 1.4318 1.4329 1.4341 R2 1.4318 1.4318 1.4341 R1 1.4329 1.4329 1.4341 1.4324 PP 1.4318 1.4318 1.4318 1.4315 S1 1.4329 1.4329 1.4341 1.4324 S2 1.4318 1.4318 1.4341 S3 1.4318 1.4329 1.4341 S4 1.4318 1.4329 1.4341	Weekly Pivots for week ending 10-Jun-2011 Classic Woodie Camarilla DeMark R4 1.5317 1.5099 1.4409 R3 1.4991 1.4773 1.4320 R2 1.4665 1.4665 1.4290 R1 1.4447 1.4447 1.4260 1.4393 PP 1.4339 1.4339 1.4339 1.4312 S1 1.4121 1.4121 1.4200 1.4067 S2 1.4013 1.4013 1.4170 S3 1.3687 1.3795 1.4140 S4 1.3361 1.3469 1.4051
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4553 1.4230 0.0323 2.3% 0.0016 0.1% 34% False False 2 10 1.4556 1.4230 0.0326 2.3% 0.0008 0.1% 34% False False 2 20 1.4556 1.3926 0.0630 4.4% 0.0004 0.0% 66% False False 2
Crabel Price Patterns NR False 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 False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.4306 2.618 1.4306 1.618 1.4306 1.000 1.4306 0.618 1.4306 HIGH 1.4306 0.618 1.4306 0.500 1.4306 0.382 1.4306 LOW 1.4306 0.618 1.4306 1.000 1.4306 1.618 1.4306 2.618 1.4306 4.250 1.4306
Fisher Pivots for day following 14-Jun-2011 Pivot 1 day 3 day R1 1.4329 1.4317 PP 1.4318 1.4292 S1 1.4306 1.4268

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