CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	1.4237	1.4216	-0.0021	-0.1%	1.4344
High	1.4237	1.4216	-0.0021	-0.1%	1.4344
Low	1.4237	1.4100	-0.0137	-1.0%	1.4100
Close	1.4237	1.4135	-0.0102	-0.7%	1.4135
Range	0.0000	0.0116	0.0116		0.0244
ATR	0.0083	0.0086	0.0004	4.7%	0.0000
Volume	3	3	0	0.0%	12

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4498	1.4433	1.4199
R3	1.4382	1.4317	1.4167
R2	1.4266	1.4266	1.4156
R1	1.4201	1.4201	1.4146	1.4176
PP	1.4150	1.4150	1.4150	1.4138
S1	1.4085	1.4085	1.4124	1.4060
S2	1.4034	1.4034	1.4114
S3	1.3918	1.3969	1.4103
S4	1.3802	1.3853	1.4071

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4925	1.4774	1.4269
R3	1.4681	1.4530	1.4202
R2	1.4437	1.4437	1.4180
R1	1.4286	1.4286	1.4157	1.4240
PP	1.4193	1.4193	1.4193	1.4170
S1	1.4042	1.4042	1.4113	1.3996
S2	1.3949	1.3949	1.4090
S3	1.3705	1.3798	1.4068
S4	1.3461	1.3554	1.4001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4393	1.4100	0.0293	2.1%	0.0030	0.2%	12%	False	True	3
10	1.4404	1.3970	0.0434	3.1%	0.0039	0.3%	38%	False	False	4
20	1.4404	1.3970	0.0434	3.1%	0.0026	0.2%	38%	False	False	2
40	1.4556	1.3926	0.0630	4.5%	0.0016	0.1%	33%	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	0.0004
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.4709
2.618	1.4520
1.618	1.4404
1.000	1.4332
0.618	1.4288
HIGH	1.4216
0.618	1.4172
0.500	1.4158
0.382	1.4144
LOW	1.4100
0.618	1.4028
1.000	1.3984
1.618	1.3912
2.618	1.3796
4.250	1.3607

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	1.4158	1.4169
PP	1.4150	1.4157
S1	1.4143	1.4146

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

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