CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 17-Jun-2011

Day Change Summary
	Previous	Current
	16-Jun-2011	17-Jun-2011	Change	Change %	Previous Week
Open	1.4033	1.4145	0.0112	0.8%	1.4289
High	1.4033	1.4210	0.0177	1.3%	1.4306
Low	1.4033	1.4145	0.0112	0.8%	1.4033
Close	1.4033	1.4201	0.0168	1.2%	1.4201
Range	0.0000	0.0065	0.0065		0.0273
ATR	0.0088	0.0094	0.0006	7.3%	0.0000
Volume	2	2	0	0.0%	11

Daily Pivots for day following 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4380	1.4356	1.4237
R3	1.4315	1.4291	1.4219
R2	1.4250	1.4250	1.4213
R1	1.4226	1.4226	1.4207	1.4238
PP	1.4185	1.4185	1.4185	1.4192
S1	1.4161	1.4161	1.4195	1.4173
S2	1.4120	1.4120	1.4189
S3	1.4055	1.4096	1.4183
S4	1.3990	1.4031	1.4165

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4999	1.4873	1.4351
R3	1.4726	1.4600	1.4276
R2	1.4453	1.4453	1.4251
R1	1.4327	1.4327	1.4226	1.4254
PP	1.4180	1.4180	1.4180	1.4143
S1	1.4054	1.4054	1.4176	1.3981
S2	1.3907	1.3907	1.4151
S3	1.3634	1.3781	1.4126
S4	1.3361	1.3508	1.4051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4306	1.4033	0.0273	1.9%	0.0024	0.2%	62%	False	False	2
10	1.4556	1.4033	0.0523	3.7%	0.0020	0.1%	32%	False	False	2
20	1.4556	1.3926	0.0630	4.4%	0.0010	0.1%	44%	False	False	2

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	0.0000
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.4486
2.618	1.4380
1.618	1.4315
1.000	1.4275
0.618	1.4250
HIGH	1.4210
0.618	1.4185
0.500	1.4178
0.382	1.4170
LOW	1.4145
0.618	1.4105
1.000	1.4080
1.618	1.4040
2.618	1.3975
4.250	1.3869

Fisher Pivots for day following 17-Jun-2011
Pivot	1 day	3 day
R1	1.4193	1.4175
PP	1.4185	1.4148
S1	1.4178	1.4122

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

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