CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 27-May-2011

Day Change Summary
	Previous	Current
	26-May-2011	27-May-2011	Change	Change %	Previous Week
Open	1.4020	1.4154	0.0134	1.0%	1.3926
High	1.4020	1.4154	0.0134	1.0%	1.4154
Low	1.4020	1.4154	0.0134	1.0%	1.3926
Close	1.4020	1.4154	0.0134	1.0%	1.4154
Range
ATR	0.0087	0.0091	0.0003	3.8%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4154	1.4154	1.4154
R3	1.4154	1.4154	1.4154
R2	1.4154	1.4154	1.4154
R1	1.4154	1.4154	1.4154	1.4154
PP	1.4154	1.4154	1.4154	1.4154
S1	1.4154	1.4154	1.4154	1.4154
S2	1.4154	1.4154	1.4154
S3	1.4154	1.4154	1.4154
S4	1.4154	1.4154	1.4154

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4762	1.4686	1.4279
R3	1.4534	1.4458	1.4217
R2	1.4306	1.4306	1.4196
R1	1.4230	1.4230	1.4175	1.4268
PP	1.4078	1.4078	1.4078	1.4097
S1	1.4002	1.4002	1.4133	1.4040
S2	1.3850	1.3850	1.4112
S3	1.3622	1.3774	1.4091
S4	1.3394	1.3546	1.4029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4154	1.3926	0.0228	1.6%	0.0000	0.0%	100%	True	False	2
10	1.4163	1.3926	0.0237	1.7%	0.0006	0.0%	96%	False	False	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	1.4154
2.618	1.4154
1.618	1.4154
1.000	1.4154
0.618	1.4154
HIGH	1.4154
0.618	1.4154
0.500	1.4154
0.382	1.4154
LOW	1.4154
0.618	1.4154
1.000	1.4154
1.618	1.4154
2.618	1.4154
4.250	1.4154

Fisher Pivots for day following 27-May-2011
Pivot	1 day	3 day
R1	1.4154	1.4118
PP	1.4154	1.4083
S1	1.4154	1.4047

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

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