CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	1.4400	1.4380	-0.0020	-0.1%	1.4026
High	1.4400	1.4380	-0.0020	-0.1%	1.4268
Low	1.4395	1.4270	-0.0125	-0.9%	1.4026
Close	1.4425	1.4284	-0.0141	-1.0%	1.4268
Range	0.0005	0.0110	0.0105	2,100.0%	0.0242
ATR	0.0076	0.0082	0.0006	7.4%	0.0000
Volume	3	2	-1	-33.3%	11

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4641	1.4573	1.4345
R3	1.4531	1.4463	1.4314
R2	1.4421	1.4421	1.4304
R1	1.4353	1.4353	1.4294	1.4332
PP	1.4311	1.4311	1.4311	1.4301
S1	1.4243	1.4243	1.4274	1.4222
S2	1.4201	1.4201	1.4264
S3	1.4091	1.4133	1.4254
S4	1.3981	1.4023	1.4224

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	1.4125	0.0275	1.9%	0.0032	0.2%	58%	False	False	3
10	1.4400	1.4026	0.0374	2.6%	0.0036	0.2%	69%	False	False	2
20	1.4404	1.3830	0.0574	4.0%	0.0034	0.2%	79%	False	False	3
40	1.4556	1.3830	0.0726	5.1%	0.0027	0.2%	63%	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	0.0001
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.4848
2.618	1.4668
1.618	1.4558
1.000	1.4490
0.618	1.4448
HIGH	1.4380
0.618	1.4338
0.500	1.4325
0.382	1.4312
LOW	1.4270
0.618	1.4202
1.000	1.4160
1.618	1.4092
2.618	1.3982
4.250	1.3803

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	1.4325	1.4335
PP	1.4311	1.4318
S1	1.4298	1.4301

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

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