CME Euro FX (E) Future December 2011

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Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary Previous Current 28-Mar-2011 29-Mar-2011 Change Change % Previous Week Open 1.4008 1.3998 -0.0010 -0.1% 1.4137 High 1.4008 1.3998 -0.0010 -0.1% 1.4137 Low 1.4008 1.3998 -0.0010 -0.1% 1.3990 Close 1.4008 1.3998 -0.0010 -0.1% 1.3983 Range ATR 0.0069 0.0065 -0.0004 -6.1% 0.0000 Volume 2 2 0 0.0% 103
Daily Pivots for day following 29-Mar-2011 Classic Woodie Camarilla DeMark R4 1.3998 1.3998 1.3998 R3 1.3998 1.3998 1.3998 R2 1.3998 1.3998 1.3998 R1 1.3998 1.3998 1.3998 1.3998 PP 1.3998 1.3998 1.3998 1.3998 S1 1.3998 1.3998 1.3998 1.3998 S2 1.3998 1.3998 1.3998 S3 1.3998 1.3998 1.3998 S4 1.3998 1.3998 1.3998	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 1.4096 1.3990 0.0106 0.8% 0.0000 0.0% 8% False False 11 10 1.4137 1.3788 0.0349 2.5% 0.0014 0.1% 60% False False 13 20 1.4137 1.3705 0.0432 3.1% 0.0011 0.1% 68% False False 8 40 1.4137 1.3415 0.0722 5.2% 0.0007 0.1% 81% False False 5
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 True Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.3998 2.618 1.3998 1.618 1.3998 1.000 1.3998 0.618 1.3998 HIGH 1.3998 0.618 1.3998 0.500 1.3998 0.382 1.3998 LOW 1.3998 0.618 1.3998 1.000 1.3998 1.618 1.3998 2.618 1.3998 4.250 1.3998
Fisher Pivots for day following 29-Mar-2011 Pivot 1 day 3 day R1 1.3998 1.3999 PP 1.3998 1.3999 S1 1.3998 1.3998

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