CME Euro FX (E) Future December 2011

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Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary Previous Current 25-Mar-2011 28-Mar-2011 Change Change % Previous Week Open 1.3990 1.4008 0.0018 0.1% 1.4137 High 1.3990 1.4008 0.0018 0.1% 1.4137 Low 1.3990 1.4008 0.0018 0.1% 1.3990 Close 1.3983 1.4008 0.0025 0.2% 1.3983 Range ATR 0.0073 0.0069 -0.0003 -4.7% 0.0000 Volume 14 2 -12 -85.7% 103
Daily Pivots for day following 28-Mar-2011 Classic Woodie Camarilla DeMark R4 1.4008 1.4008 1.4008 R3 1.4008 1.4008 1.4008 R2 1.4008 1.4008 1.4008 R1 1.4008 1.4008 1.4008 1.4008 PP 1.4008 1.4008 1.4008 1.4008 S1 1.4008 1.4008 1.4008 1.4008 S2 1.4008 1.4008 1.4008 S3 1.4008 1.4008 1.4008 S4 1.4008 1.4008 1.4008	Weekly Pivots for week ending 25-Mar-2011 Classic Woodie Camarilla DeMark R4 1.4478 1.4377 1.4064 R3 1.4331 1.4230 1.4023 R2 1.4184 1.4184 1.4010 R1 1.4083 1.4083 1.3996 1.4060 PP 1.4037 1.4037 1.4037 1.4025 S1 1.3936 1.3936 1.3970 1.3913 S2 1.3890 1.3890 1.3956 S3 1.3743 1.3789 1.3943 S4 1.3596 1.3642 1.3902
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4115 1.3990 0.0125 0.9% 0.0000 0.0% 14% False False 16 10 1.4137 1.3788 0.0349 2.5% 0.0014 0.1% 63% False False 15 20 1.4137 1.3691 0.0446 3.2% 0.0011 0.1% 71% False False 8 40 1.4137 1.3415 0.0722 5.2% 0.0007 0.1% 82% 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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.4008 2.618 1.4008 1.618 1.4008 1.000 1.4008 0.618 1.4008 HIGH 1.4008 0.618 1.4008 0.500 1.4008 0.382 1.4008 LOW 1.4008 0.618 1.4008 1.000 1.4008 1.618 1.4008 2.618 1.4008 4.250 1.4008
Fisher Pivots for day following 28-Mar-2011 Pivot 1 day 3 day R1 1.4008 1.4043 PP 1.4008 1.4031 S1 1.4008 1.4020

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