CME Euro FX (E) Future December 2011

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Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary Previous Current 29-Mar-2011 30-Mar-2011 Change Change % Previous Week Open 1.3998 1.4030 0.0032 0.2% 1.4137 High 1.3998 1.4030 0.0032 0.2% 1.4137 Low 1.3998 1.4030 0.0032 0.2% 1.3990 Close 1.3998 1.4030 0.0032 0.2% 1.3983 Range ATR 0.0065 0.0063 -0.0002 -3.6% 0.0000 Volume 2 2 0 0.0% 103
Daily Pivots for day following 30-Mar-2011 Classic Woodie Camarilla DeMark R4 1.4030 1.4030 1.4030 R3 1.4030 1.4030 1.4030 R2 1.4030 1.4030 1.4030 R1 1.4030 1.4030 1.4030 1.4030 PP 1.4030 1.4030 1.4030 1.4030 S1 1.4030 1.4030 1.4030 1.4030 S2 1.4030 1.4030 1.4030 S3 1.4030 1.4030 1.4030 S4 1.4030 1.4030 1.4030	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% 38% False False 6 10 1.4137 1.3925 0.0212 1.5% 0.0007 0.0% 50% False False 13 20 1.4137 1.3705 0.0432 3.1% 0.0011 0.1% 75% False False 8 40 1.4137 1.3415 0.0722 5.1% 0.0006 0.0% 85% 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 False 3BNR False 4BNR True 8BNR True Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.4030 2.618 1.4030 1.618 1.4030 1.000 1.4030 0.618 1.4030 HIGH 1.4030 0.618 1.4030 0.500 1.4030 0.382 1.4030 LOW 1.4030 0.618 1.4030 1.000 1.4030 1.618 1.4030 2.618 1.4030 4.250 1.4030
Fisher Pivots for day following 30-Mar-2011 Pivot 1 day 3 day R1 1.4030 1.4025 PP 1.4030 1.4019 S1 1.4030 1.4014

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