CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	1.4130	1.4035	-0.0095	-0.7%	1.3930
High	1.4133	1.4080	-0.0053	-0.4%	1.4133
Low	1.4076	1.4035	-0.0041	-0.3%	1.3830
Close	1.4041	1.4044	0.0003	0.0%	1.4044
Range	0.0057	0.0045	-0.0012	-21.1%	0.0303
ATR	0.0094	0.0091	-0.0004	-3.7%	0.0000
Volume	2	5	3	150.0%	21

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4188	1.4161	1.4069
R3	1.4143	1.4116	1.4056
R2	1.4098	1.4098	1.4052
R1	1.4071	1.4071	1.4048	1.4085
PP	1.4053	1.4053	1.4053	1.4060
S1	1.4026	1.4026	1.4040	1.4040
S2	1.4008	1.4008	1.4036
S3	1.3963	1.3981	1.4032
S4	1.3918	1.3936	1.4019

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4911	1.4781	1.4211
R3	1.4608	1.4478	1.4127
R2	1.4305	1.4305	1.4100
R1	1.4175	1.4175	1.4072	1.4240
PP	1.4002	1.4002	1.4002	1.4035
S1	1.3872	1.3872	1.4016	1.3937
S2	1.3699	1.3699	1.3988
S3	1.3396	1.3569	1.3961
S4	1.3093	1.3266	1.3877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4133	1.3830	0.0303	2.2%	0.0048	0.3%	71%	False	False	4
10	1.4393	1.3830	0.0563	4.0%	0.0039	0.3%	38%	False	False	3
20	1.4404	1.3830	0.0574	4.1%	0.0035	0.2%	37%	False	False	3
40	1.4556	1.3830	0.0726	5.2%	0.0021	0.1%	29%	False	False	2

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0.0002
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4271
2.618	1.4198
1.618	1.4153
1.000	1.4125
0.618	1.4108
HIGH	1.4080
0.618	1.4063
0.500	1.4058
0.382	1.4052
LOW	1.4035
0.618	1.4007
1.000	1.3990
1.618	1.3962
2.618	1.3917
4.250	1.3844

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	1.4058	1.4047
PP	1.4053	1.4046
S1	1.4049	1.4045

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

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