CME Euro FX (E) Future December 2011

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Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary Previous Current 14-Mar-2011 15-Mar-2011 Change Change % Previous Week Open 1.3829 1.3880 0.0051 0.4% 1.3950 High 1.3870 1.3880 0.0010 0.1% 1.3950 Low 1.3818 1.3880 0.0062 0.4% 1.3705 Close 1.3902 1.3914 0.0012 0.1% 1.3798 Range 0.0052 0.0000 -0.0052 -100.0% 0.0245 ATR 0.0061 0.0058 -0.0003 -4.6% 0.0000 Volume 2 20 18 900.0% 8
Daily Pivots for day following 15-Mar-2011 Classic Woodie Camarilla DeMark R4 1.3891 1.3903 1.3914 R3 1.3891 1.3903 1.3914 R2 1.3891 1.3891 1.3914 R1 1.3903 1.3903 1.3914 1.3897 PP 1.3891 1.3891 1.3891 1.3889 S1 1.3903 1.3903 1.3914 1.3897 S2 1.3891 1.3891 1.3914 S3 1.3891 1.3903 1.3914 S4 1.3891 1.3903 1.3914	Weekly Pivots for week ending 11-Mar-2011 Classic Woodie Camarilla DeMark R4 1.4553 1.4420 1.3933 R3 1.4308 1.4175 1.3865 R2 1.4063 1.4063 1.3843 R1 1.3930 1.3930 1.3820 1.3874 PP 1.3818 1.3818 1.3818 1.3790 S1 1.3685 1.3685 1.3776 1.3629 S2 1.3573 1.3573 1.3753 S3 1.3328 1.3440 1.3731 S4 1.3083 1.3195 1.3663
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3880 1.3705 0.0175 1.3% 0.0010 0.1% 119% True False 5 10 1.3950 1.3705 0.0245 1.8% 0.0008 0.1% 85% False False 3 20 1.3950 1.3425 0.0525 3.8% 0.0004 0.0% 93% False False 2
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3880 2.618 1.3880 1.618 1.3880 1.000 1.3880 0.618 1.3880 HIGH 1.3880 0.618 1.3880 0.500 1.3880 0.382 1.3880 LOW 1.3880 0.618 1.3880 1.000 1.3880 1.618 1.3880 2.618 1.3880 4.250 1.3880
Fisher Pivots for day following 15-Mar-2011 Pivot 1 day 3 day R1 1.3903 1.3889 PP 1.3891 1.3864 S1 1.3880 1.3839

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