CME Euro FX (E) Future December 2011

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Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary Previous Current 11-May-2011 12-May-2011 Change Change % Previous Week Open 1.4100 1.4135 0.0035 0.2% 1.4735 High 1.4100 1.4135 0.0035 0.2% 1.4735 Low 1.4100 1.4135 0.0035 0.2% 1.4250 Close 1.4094 1.4129 0.0035 0.2% 1.4229 Range ATR 0.0095 0.0091 -0.0004 -4.0% 0.0000 Volume 4 7 3 75.0% 50
Daily Pivots for day following 12-May-2011 Classic Woodie Camarilla DeMark R4 1.4133 1.4131 1.4129 R3 1.4133 1.4131 1.4129 R2 1.4133 1.4133 1.4129 R1 1.4131 1.4131 1.4129 1.4132 PP 1.4133 1.4133 1.4133 1.4134 S1 1.4131 1.4131 1.4129 1.4132 S2 1.4133 1.4133 1.4129 S3 1.4133 1.4131 1.4129 S4 1.4133 1.4131 1.4129	Weekly Pivots for week ending 06-May-2011 Classic Woodie Camarilla DeMark R4 1.5860 1.5529 1.4496 R3 1.5375 1.5044 1.4362 R2 1.4890 1.4890 1.4318 R1 1.4559 1.4559 1.4273 1.4482 PP 1.4405 1.4405 1.4405 1.4366 S1 1.4074 1.4074 1.4185 1.3997 S2 1.3920 1.3920 1.4140 S3 1.3435 1.3589 1.4096 S4 1.2950 1.3104 1.3962
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4400 1.4100 0.0300 2.1% 0.0055 0.4% 10% False False 13 10 1.4735 1.4100 0.0635 4.5% 0.0066 0.5% 5% False False 10 20 1.4735 1.4074 0.0661 4.7% 0.0057 0.4% 8% False False 7 40 1.4735 1.3925 0.0810 5.7% 0.0031 0.2% 25% False False 7 60 1.4735 1.3455 0.1280 9.1% 0.0023 0.2% 53% 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 False 8BNR False Bear Hook False Bull Hook False Stretch 0.0005	Fibonacci Retracements and Extensions 4.250 1.4135 2.618 1.4135 1.618 1.4135 1.000 1.4135 0.618 1.4135 HIGH 1.4135 0.618 1.4135 0.500 1.4135 0.382 1.4135 LOW 1.4135 0.618 1.4135 1.000 1.4135 1.618 1.4135 2.618 1.4135 4.250 1.4135
Fisher Pivots for day following 12-May-2011 Pivot 1 day 3 day R1 1.4135 1.4184 PP 1.4133 1.4165 S1 1.4131 1.4147

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