CME Euro FX (E) Future March 2012

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Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary Previous Current 30-Jun-2011 01-Jul-2011 Change Change % Previous Week Open 1.4404 1.4393 -0.0011 -0.1% 1.3993 High 1.4404 1.4393 -0.0011 -0.1% 1.4404 Low 1.4404 1.4393 -0.0011 -0.1% 1.3970 Close 1.4404 1.4393 -0.0011 -0.1% 1.4393 Range ATR 0.0091 0.0085 -0.0006 -6.3% 0.0000 Volume 5 5 0 0.0% 27
Daily Pivots for day following 01-Jul-2011 Classic Woodie Camarilla DeMark R4 1.4393 1.4393 1.4393 R3 1.4393 1.4393 1.4393 R2 1.4393 1.4393 1.4393 R1 1.4393 1.4393 1.4393 1.4393 PP 1.4393 1.4393 1.4393 1.4393 S1 1.4393 1.4393 1.4393 1.4393 S2 1.4393 1.4393 1.4393 S3 1.4393 1.4393 1.4393 S4 1.4393 1.4393 1.4393	Weekly Pivots for week ending 01-Jul-2011 Classic Woodie Camarilla DeMark R4 1.5558 1.5409 1.4632 R3 1.5124 1.4975 1.4512 R2 1.4690 1.4690 1.4473 R1 1.4541 1.4541 1.4433 1.4616 PP 1.4256 1.4256 1.4256 1.4293 S1 1.4107 1.4107 1.4353 1.4182 S2 1.3822 1.3822 1.4313 S3 1.3388 1.3673 1.4274 S4 1.2954 1.3239 1.4154
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4404 1.3970 0.0434 3.0% 0.0048 0.3% 97% False False 5 10 1.4404 1.3970 0.0434 3.0% 0.0024 0.2% 97% False False 3 20 1.4556 1.3970 0.0586 4.1% 0.0022 0.2% 72% False False 2 40 1.4556 1.3926 0.0630 4.4% 0.0013 0.1% 74% 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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002	Fibonacci Retracements and Extensions 4.250 1.4393 2.618 1.4393 1.618 1.4393 1.000 1.4393 0.618 1.4393 HIGH 1.4393 0.618 1.4393 0.500 1.4393 0.382 1.4393 LOW 1.4393 0.618 1.4393 1.000 1.4393 1.618 1.4393 2.618 1.4393 4.250 1.4393
Fisher Pivots for day following 01-Jul-2011 Pivot 1 day 3 day R1 1.4393 1.4370 PP 1.4393 1.4346 S1 1.4393 1.4323

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