CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	1.4027	1.4164	0.0137	1.0%	1.3930
High	1.4118	1.4172	0.0054	0.4%	1.4133
Low	1.4027	1.4125	0.0098	0.7%	1.3830
Close	1.4133	1.4315	0.0182	1.3%	1.4044
Range	0.0091	0.0047	-0.0044	-48.4%	0.0303
ATR	0.0083	0.0080	-0.0003	-3.1%	0.0000
Volume	1	4	3	300.0%	21

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4345	1.4377	1.4341
R3	1.4298	1.4330	1.4328
R2	1.4251	1.4251	1.4324
R1	1.4283	1.4283	1.4319	1.4267
PP	1.4204	1.4204	1.4204	1.4196
S1	1.4236	1.4236	1.4311	1.4220
S2	1.4157	1.4157	1.4306
S3	1.4110	1.4189	1.4302
S4	1.4063	1.4142	1.4289

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	1.4172	1.4026	0.0146	1.0%	0.0037	0.3%	198%	True	False	2
10	1.4216	1.3830	0.0386	2.7%	0.0050	0.3%	126%	False	False	3
20	1.4404	1.3830	0.0574	4.0%	0.0039	0.3%	84%	False	False	3
40	1.4556	1.3830	0.0726	5.1%	0.0024	0.2%	67%	False	False	2

Crabel Price Patterns
NR	True
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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4372
2.618	1.4295
1.618	1.4248
1.000	1.4219
0.618	1.4201
HIGH	1.4172
0.618	1.4154
0.500	1.4149
0.382	1.4143
LOW	1.4125
0.618	1.4096
1.000	1.4078
1.618	1.4049
2.618	1.4002
4.250	1.3925

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	1.4260	1.4243
PP	1.4204	1.4171
S1	1.4149	1.4100

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

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