CME Euro FX (E) Future March 2012

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Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary Previous Current 21-Jun-2011 22-Jun-2011 Change Change % Previous Week Open 1.4290 1.4260 -0.0030 -0.2% 1.4289 High 1.4290 1.4260 -0.0030 -0.2% 1.4306 Low 1.4290 1.4260 -0.0030 -0.2% 1.4033 Close 1.4301 1.4260 -0.0041 -0.3% 1.4201 Range ATR 0.0089 0.0086 -0.0003 -3.8% 0.0000 Volume 2 1 -1 -50.0% 11
Daily Pivots for day following 22-Jun-2011 Classic Woodie Camarilla DeMark R4 1.4260 1.4260 1.4260 R3 1.4260 1.4260 1.4260 R2 1.4260 1.4260 1.4260 R1 1.4260 1.4260 1.4260 1.4260 PP 1.4260 1.4260 1.4260 1.4260 S1 1.4260 1.4260 1.4260 1.4260 S2 1.4260 1.4260 1.4260 S3 1.4260 1.4260 1.4260 S4 1.4260 1.4260 1.4260	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 1.4290 1.4033 0.0257 1.8% 0.0013 0.1% 88% False False 1 10 1.4381 1.4033 0.0348 2.4% 0.0012 0.1% 65% False False 2 20 1.4556 1.3940 0.0616 4.3% 0.0010 0.1% 52% 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 1.4260 2.618 1.4260 1.618 1.4260 1.000 1.4260 0.618 1.4260 HIGH 1.4260 0.618 1.4260 0.500 1.4260 0.382 1.4260 LOW 1.4260 0.618 1.4260 1.000 1.4260 1.618 1.4260 2.618 1.4260 4.250 1.4260
Fisher Pivots for day following 22-Jun-2011 Pivot 1 day 3 day R1 1.4260 1.4254 PP 1.4260 1.4247 S1 1.4260 1.4241

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