CME Euro FX (E) Future December 2011

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Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary Previous Current 23-Mar-2011 24-Mar-2011 Change Change % Previous Week Open 1.4040 1.4096 0.0056 0.4% 1.3829 High 1.4040 1.4096 0.0056 0.4% 1.4114 Low 1.4039 1.4096 0.0057 0.4% 1.3788 Close 1.4035 1.4096 0.0061 0.4% 1.4070 Range 0.0001 0.0000 -0.0001 -100.0% 0.0326 ATR 0.0071 0.0070 -0.0001 -1.0% 0.0000 Volume 25 14 -11 -44.0% 49
Daily Pivots for day following 24-Mar-2011 Classic Woodie Camarilla DeMark R4 1.4096 1.4096 1.4096 R3 1.4096 1.4096 1.4096 R2 1.4096 1.4096 1.4096 R1 1.4096 1.4096 1.4096 1.4096 PP 1.4096 1.4096 1.4096 1.4096 S1 1.4096 1.4096 1.4096 1.4096 S2 1.4096 1.4096 1.4096 S3 1.4096 1.4096 1.4096 S4 1.4096 1.4096 1.4096	Weekly Pivots for week ending 18-Mar-2011 Classic Woodie Camarilla DeMark R4 1.4969 1.4845 1.4249 R3 1.4643 1.4519 1.4160 R2 1.4317 1.4317 1.4130 R1 1.4193 1.4193 1.4100 1.4255 PP 1.3991 1.3991 1.3991 1.4022 S1 1.3867 1.3867 1.4040 1.3929 S2 1.3665 1.3665 1.4010 S3 1.3339 1.3541 1.3980 S4 1.3013 1.3215 1.3891
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4137 1.4039 0.0098 0.7% 0.0013 0.1% 58% False False 20 10 1.4137 1.3788 0.0349 2.5% 0.0019 0.1% 88% False False 14 20 1.4137 1.3663 0.0474 3.4% 0.0011 0.1% 91% False False 7 40 1.4137 1.3415 0.0722 5.1% 0.0009 0.1% 94% False False 6
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 1.4096 2.618 1.4096 1.618 1.4096 1.000 1.4096 0.618 1.4096 HIGH 1.4096 0.618 1.4096 0.500 1.4096 0.382 1.4096 LOW 1.4096 0.618 1.4096 1.000 1.4096 1.618 1.4096 2.618 1.4096 4.250 1.4096
Fisher Pivots for day following 24-Mar-2011 Pivot 1 day 3 day R1 1.4096 1.4090 PP 1.4096 1.4083 S1 1.4096 1.4077

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