CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	1.3830	1.3960	0.0130	0.9%	1.4344
High	1.3900	1.4030	0.0130	0.9%	1.4344
Low	1.3830	1.3960	0.0130	0.9%	1.4100
Close	1.3936	1.4048	0.0112	0.8%	1.4135
Range	0.0070	0.0070	0.0000	0.0%	0.0244
ATR	0.0095	0.0095	0.0000	-0.1%	0.0000
Volume	5	4	-1	-20.0%	12

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4223	1.4205	1.4087
R3	1.4153	1.4135	1.4067
R2	1.4083	1.4083	1.4061
R1	1.4065	1.4065	1.4054	1.4074
PP	1.4013	1.4013	1.4013	1.4017
S1	1.3995	1.3995	1.4042	1.4004
S2	1.3943	1.3943	1.4035
S3	1.3873	1.3925	1.4029
S4	1.3803	1.3855	1.4010

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	1.4237	1.3830	0.0407	2.9%	0.0051	0.4%	54%	False	False	4
10	1.4404	1.3830	0.0574	4.1%	0.0032	0.2%	38%	False	False	4
20	1.4404	1.3830	0.0574	4.1%	0.0033	0.2%	38%	False	False	3
40	1.4556	1.3830	0.0726	5.2%	0.0018	0.1%	30%	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	0.0002

Fibonacci Retracements and Extensions
4.250	1.4328
2.618	1.4213
1.618	1.4143
1.000	1.4100
0.618	1.4073
HIGH	1.4030
0.618	1.4003
0.500	1.3995
0.382	1.3987
LOW	1.3960
0.618	1.3917
1.000	1.3890
1.618	1.3847
2.618	1.3777
4.250	1.3663

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	1.4030	1.4009
PP	1.4013	1.3969
S1	1.3995	1.3930

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

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