CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 28-Oct-2011

Day Change Summary
	Previous	Current
	27-Oct-2011	28-Oct-2011	Change	Change %	Previous Week
Open	1.3896	1.4168	0.0272	2.0%	1.3824
High	1.4231	1.4180	-0.0051	-0.4%	1.4231
Low	1.3896	1.4123	0.0227	1.6%	1.3796
Close	1.4196	1.4144	-0.0052	-0.4%	1.4144
Range	0.0335	0.0057	-0.0278	-83.0%	0.0435
ATR	0.0171	0.0164	-0.0007	-4.1%	0.0000
Volume	792	1,680	888	112.1%	3,486

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4320	1.4289	1.4175
R3	1.4263	1.4232	1.4160
R2	1.4206	1.4206	1.4154
R1	1.4175	1.4175	1.4149	1.4162
PP	1.4149	1.4149	1.4149	1.4143
S1	1.4118	1.4118	1.4139	1.4105
S2	1.4092	1.4092	1.4134
S3	1.4035	1.4061	1.4128
S4	1.3978	1.4004	1.4113

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5362	1.5188	1.4383
R3	1.4927	1.4753	1.4264
R2	1.4492	1.4492	1.4224
R1	1.4318	1.4318	1.4184	1.4405
PP	1.4057	1.4057	1.4057	1.4101
S1	1.3883	1.3883	1.4104	1.3970
S2	1.3622	1.3622	1.4064
S3	1.3187	1.3448	1.4024
S4	1.2752	1.3013	1.3905

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4231	1.3796	0.0435	3.1%	0.0153	1.1%	80%	False	False	697
10	1.4231	1.3648	0.0583	4.1%	0.0160	1.1%	85%	False	False	642
20	1.4231	1.3161	0.1070	7.6%	0.0169	1.2%	92%	False	False	552
40	1.4231	1.3161	0.1070	7.6%	0.0154	1.1%	92%	False	False	342
60	1.4472	1.3161	0.1311	9.3%	0.0127	0.9%	75%	False	False	232
80	1.4472	1.3161	0.1311	9.3%	0.0109	0.8%	75%	False	False	175
100	1.4472	1.3161	0.1311	9.3%	0.0091	0.6%	75%	False	False	141
120	1.4556	1.3161	0.1395	9.9%	0.0077	0.5%	70%	False	False	117

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	1.4422
2.618	1.4329
1.618	1.4272
1.000	1.4237
0.618	1.4215
HIGH	1.4180
0.618	1.4158
0.500	1.4152
0.382	1.4145
LOW	1.4123
0.618	1.4088
1.000	1.4066
1.618	1.4031
2.618	1.3974
4.250	1.3881

Fisher Pivots for day following 28-Oct-2011
Pivot	1 day	3 day
R1	1.4152	1.4101
PP	1.4149	1.4057
S1	1.4147	1.4014

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

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