CME Euro FX (E) Future December 2011

Trading Metrics calculated at close of trading on 14-Apr-2011

Day Change Summary
	Previous	Current
	13-Apr-2011	14-Apr-2011	Change	Change %	Previous Week
Open	1.4380	1.4336	-0.0044	-0.3%	1.4152
High	1.4386	1.4379	-0.0007	0.0%	1.4324
Low	1.4361	1.4336	-0.0025	-0.2%	1.4126
Close	1.4330	1.4381	0.0051	0.4%	1.4324
Range	0.0025	0.0043	0.0018	72.0%	0.0198
ATR	0.0054	0.0054	0.0000	-0.7%	0.0000
Volume	2	4	2	100.0%	5

Daily Pivots for day following 14-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4494	1.4481	1.4405
R3	1.4451	1.4438	1.4393
R2	1.4408	1.4408	1.4389
R1	1.4395	1.4395	1.4385	1.4402
PP	1.4365	1.4365	1.4365	1.4369
S1	1.4352	1.4352	1.4377	1.4359
S2	1.4322	1.4322	1.4373
S3	1.4279	1.4309	1.4369
S4	1.4236	1.4266	1.4357

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	1.4386	1.4324	0.0062	0.4%	0.0016	0.1%	92%	False	False	2
10	1.4386	1.4126	0.0260	1.8%	0.0008	0.1%	98%	False	False	1
20	1.4386	1.3990	0.0396	2.8%	0.0007	0.0%	99%	False	False	6
40	1.4386	1.3536	0.0850	5.9%	0.0008	0.1%	99%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.4562
2.618	1.4492
1.618	1.4449
1.000	1.4422
0.618	1.4406
HIGH	1.4379
0.618	1.4363
0.500	1.4358
0.382	1.4352
LOW	1.4336
0.618	1.4309
1.000	1.4293
1.618	1.4266
2.618	1.4223
4.250	1.4153

Fisher Pivots for day following 14-Apr-2011
Pivot	1 day	3 day
R1	1.4373	1.4374
PP	1.4365	1.4368
S1	1.4358	1.4361

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

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