CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 23-May-2011

Day Change Summary
	Previous	Current
	20-May-2011	23-May-2011	Change	Change %	Previous Week
Open	1.4063	1.3926	-0.0137	-1.0%	1.4004
High	1.4063	1.3926	-0.0137	-1.0%	1.4163
Low	1.4063	1.3926	-0.0137	-1.0%	1.4004
Close	1.4063	1.3926	-0.0137	-1.0%	1.4063
Range
ATR	0.0095	0.0098	0.0003	3.2%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 23-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3926	1.3926	1.3926
R3	1.3926	1.3926	1.3926
R2	1.3926	1.3926	1.3926
R1	1.3926	1.3926	1.3926	1.3926
PP	1.3926	1.3926	1.3926	1.3926
S1	1.3926	1.3926	1.3926	1.3926
S2	1.3926	1.3926	1.3926
S3	1.3926	1.3926	1.3926
S4	1.3926	1.3926	1.3926

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4554	1.4467	1.4150
R3	1.4395	1.4308	1.4107
R2	1.4236	1.4236	1.4092
R1	1.4149	1.4149	1.4078	1.4193
PP	1.4077	1.4077	1.4077	1.4098
S1	1.3990	1.3990	1.4048	1.4034
S2	1.3918	1.3918	1.4034
S3	1.3759	1.3831	1.4019
S4	1.3600	1.3672	1.3976

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4163	1.3926	0.0237	1.7%	0.0000	0.0%	0%	False	True	2
10	1.4242	1.3926	0.0316	2.3%	0.0006	0.0%	0%	False	True	2

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	1.3926
2.618	1.3926
1.618	1.3926
1.000	1.3926
0.618	1.3926
HIGH	1.3926
0.618	1.3926
0.500	1.3926
0.382	1.3926
LOW	1.3926
0.618	1.3926
1.000	1.3926
1.618	1.3926
2.618	1.3926
4.250	1.3926

Fisher Pivots for day following 23-May-2011
Pivot	1 day	3 day
R1	1.3926	1.4045
PP	1.3926	1.4005
S1	1.3926	1.3966

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

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