CME Euro FX (E) Future December 2011

Trading Metrics calculated at close of trading on 08-Apr-2011

Day Change Summary
	Previous	Current
	07-Apr-2011	08-Apr-2011	Change	Change %	Previous Week
Open	1.4195	1.4324	0.0129	0.9%	1.4152
High	1.4195	1.4324	0.0129	0.9%	1.4324
Low	1.4195	1.4324	0.0129	0.9%	1.4126
Close	1.4195	1.4324	0.0129	0.9%	1.4324
Range
ATR	0.0054	0.0059	0.0005	10.1%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4324	1.4324	1.4324
R3	1.4324	1.4324	1.4324
R2	1.4324	1.4324	1.4324
R1	1.4324	1.4324	1.4324	1.4324
PP	1.4324	1.4324	1.4324	1.4324
S1	1.4324	1.4324	1.4324	1.4324
S2	1.4324	1.4324	1.4324
S3	1.4324	1.4324	1.4324
S4	1.4324	1.4324	1.4324

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4852	1.4786	1.4433
R3	1.4654	1.4588	1.4378
R2	1.4456	1.4456	1.4360
R1	1.4390	1.4390	1.4342	1.4423
PP	1.4258	1.4258	1.4258	1.4275
S1	1.4192	1.4192	1.4306	1.4225
S2	1.4060	1.4060	1.4288
S3	1.3862	1.3994	1.4270
S4	1.3664	1.3796	1.4215

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4324	1.4126	0.0198	1.4%	0.0000	0.0%	100%	True	False	1
10	1.4324	1.3998	0.0326	2.3%	0.0000	0.0%	100%	True	False	1
20	1.4324	1.3788	0.0536	3.7%	0.0010	0.1%	100%	True	False	8
40	1.4324	1.3415	0.0909	6.3%	0.0006	0.0%	100%	True	False	4

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.4324
2.618	1.4324
1.618	1.4324
1.000	1.4324
0.618	1.4324
HIGH	1.4324
0.618	1.4324
0.500	1.4324
0.382	1.4324
LOW	1.4324
0.618	1.4324
1.000	1.4324
1.618	1.4324
2.618	1.4324
4.250	1.4324

Fisher Pivots for day following 08-Apr-2011
Pivot	1 day	3 day
R1	1.4324	1.4301
PP	1.4324	1.4278
S1	1.4324	1.4256

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These figures are updated between 7pm and 10pm EST after a trading day.

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