CME Euro FX (E) Future September 2011

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Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary Previous Current 24-Feb-2011 25-Feb-2011 Change Change % Previous Week Open 1.3724 1.3718 -0.0006 0.0% 1.3605 High 1.3724 1.3718 -0.0006 0.0% 1.3724 Low 1.3724 1.3718 -0.0006 0.0% 1.3587 Close 1.3757 1.3694 -0.0063 -0.5% 1.3694 Range ATR 0.0079 0.0076 -0.0003 -3.6% 0.0000 Volume 5 1 -4 -80.0% 143
Daily Pivots for day following 25-Feb-2011 Classic Woodie Camarilla DeMark R4 1.3710 1.3702 1.3694 R3 1.3710 1.3702 1.3694 R2 1.3710 1.3710 1.3694 R1 1.3702 1.3702 1.3694 1.3706 PP 1.3710 1.3710 1.3710 1.3712 S1 1.3702 1.3702 1.3694 1.3706 S2 1.3710 1.3710 1.3694 S3 1.3710 1.3702 1.3694 S4 1.3710 1.3702 1.3694	Weekly Pivots for week ending 25-Feb-2011 Classic Woodie Camarilla DeMark R4 1.4079 1.4024 1.3769 R3 1.3942 1.3887 1.3732 R2 1.3805 1.3805 1.3719 R1 1.3750 1.3750 1.3707 1.3778 PP 1.3668 1.3668 1.3668 1.3682 S1 1.3613 1.3613 1.3681 1.3641 S2 1.3531 1.3531 1.3669 S3 1.3394 1.3476 1.3656 S4 1.3257 1.3339 1.3619
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3724 1.3499 0.0225 1.6% 0.0049 0.4% 87% False False 38 10 1.3724 1.3395 0.0329 2.4% 0.0038 0.3% 91% False False 26 20 1.3812 1.3395 0.0417 3.0% 0.0043 0.3% 72% False False 14 40 1.3812 1.2838 0.0974 7.1% 0.0034 0.2% 88% False False 9 60 1.3812 1.2838 0.0974 7.1% 0.0027 0.2% 88% False False 6
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 True 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0004	Fibonacci Retracements and Extensions 4.250 1.3718 2.618 1.3718 1.618 1.3718 1.000 1.3718 0.618 1.3718 HIGH 1.3718 0.618 1.3718 0.500 1.3718 0.382 1.3718 LOW 1.3718 0.618 1.3718 1.000 1.3718 1.618 1.3718 2.618 1.3718 4.250 1.3718
Fisher Pivots for day following 25-Feb-2011 Pivot 1 day 3 day R1 1.3718 1.3712 PP 1.3710 1.3706 S1 1.3702 1.3700

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