CME Euro FX (E) Future March 2012

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Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary Previous Current 23-Jun-2011 24-Jun-2011 Change Change % Previous Week Open 1.4113 1.4070 -0.0043 -0.3% 1.4191 High 1.4113 1.4070 -0.0043 -0.3% 1.4290 Low 1.4113 1.4070 -0.0043 -0.3% 1.4070 Close 1.4113 1.4070 -0.0043 -0.3% 1.4070 Range ATR 0.0090 0.0087 -0.0003 -3.7% 0.0000 Volume 1 1 0 0.0% 7
Daily Pivots for day following 24-Jun-2011 Classic Woodie Camarilla DeMark R4 1.4070 1.4070 1.4070 R3 1.4070 1.4070 1.4070 R2 1.4070 1.4070 1.4070 R1 1.4070 1.4070 1.4070 1.4070 PP 1.4070 1.4070 1.4070 1.4070 S1 1.4070 1.4070 1.4070 1.4070 S2 1.4070 1.4070 1.4070 S3 1.4070 1.4070 1.4070 S4 1.4070 1.4070 1.4070	Weekly Pivots for week ending 24-Jun-2011 Classic Woodie Camarilla DeMark R4 1.4803 1.4657 1.4191 R3 1.4583 1.4437 1.4131 R2 1.4363 1.4363 1.4110 R1 1.4217 1.4217 1.4090 1.4180 PP 1.4143 1.4143 1.4143 1.4125 S1 1.3997 1.3997 1.4050 1.3960 S2 1.3923 1.3923 1.4030 S3 1.3703 1.3777 1.4010 S4 1.3483 1.3557 1.3949
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4290 1.4070 0.0220 1.6% 0.0000 0.0% 0% False True 1 10 1.4306 1.4033 0.0273 1.9% 0.0012 0.1% 14% False False 1 20 1.4556 1.4033 0.0523 3.7% 0.0010 0.1% 7% False False 1
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 1.4070 2.618 1.4070 1.618 1.4070 1.000 1.4070 0.618 1.4070 HIGH 1.4070 0.618 1.4070 0.500 1.4070 0.382 1.4070 LOW 1.4070 0.618 1.4070 1.000 1.4070 1.618 1.4070 2.618 1.4070 4.250 1.4070
Fisher Pivots for day following 24-Jun-2011 Pivot 1 day 3 day R1 1.4070 1.4165 PP 1.4070 1.4133 S1 1.4070 1.4102

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