CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	1.4291	1.4400	0.0109	0.8%	1.4026
High	1.4291	1.4400	0.0109	0.8%	1.4268
Low	1.4291	1.4395	0.0104	0.7%	1.4026
Close	1.4291	1.4425	0.0134	0.9%	1.4268
Range	0.0000	0.0005	0.0005		0.0242
ATR	0.0074	0.0076	0.0003	3.4%	0.0000
Volume	3	3	0	0.0%	11

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4422	1.4428	1.4428
R3	1.4417	1.4423	1.4426
R2	1.4412	1.4412	1.4426
R1	1.4418	1.4418	1.4425	1.4415
PP	1.4407	1.4407	1.4407	1.4405
S1	1.4413	1.4413	1.4425	1.4410
S2	1.4402	1.4402	1.4424
S3	1.4397	1.4408	1.4424
S4	1.4392	1.4403	1.4422

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4913	1.4833	1.4401
R3	1.4671	1.4591	1.4335
R2	1.4429	1.4429	1.4312
R1	1.4349	1.4349	1.4290	1.4389
PP	1.4187	1.4187	1.4187	1.4208
S1	1.4107	1.4107	1.4246	1.4147
S2	1.3945	1.3945	1.4224
S3	1.3703	1.3865	1.4201
S4	1.3461	1.3623	1.4135

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4400	1.4027	0.0373	2.6%	0.0029	0.2%	107%	True	False	2
10	1.4400	1.3960	0.0440	3.1%	0.0032	0.2%	106%	True	False	2
20	1.4404	1.3830	0.0574	4.0%	0.0028	0.2%	104%	False	False	3
40	1.4556	1.3830	0.0726	5.0%	0.0024	0.2%	82%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4421
2.618	1.4413
1.618	1.4408
1.000	1.4405
0.618	1.4403
HIGH	1.4400
0.618	1.4398
0.500	1.4398
0.382	1.4397
LOW	1.4395
0.618	1.4392
1.000	1.4390
1.618	1.4387
2.618	1.4382
4.250	1.4374

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	1.4416	1.4395
PP	1.4407	1.4364
S1	1.4398	1.4334

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

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