CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 06-Jan-2012

Day Change Summary
	Previous	Current
	05-Jan-2012	06-Jan-2012	Change	Change %	Previous Week
Open	1.2948	1.2798	-0.0150	-1.2%	1.3047
High	1.2952	1.2820	-0.0132	-1.0%	1.3085
Low	1.2777	1.2703	-0.0074	-0.6%	1.2703
Close	1.2792	1.2729	-0.0063	-0.5%	1.2729
Range	0.0175	0.0117	-0.0058	-33.1%	0.0382
ATR	0.0134	0.0132	-0.0001	-0.9%	0.0000
Volume	262,153	226,296	-35,857	-13.7%	834,595

Daily Pivots for day following 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3102	1.3032	1.2793
R3	1.2985	1.2915	1.2761
R2	1.2868	1.2868	1.2750
R1	1.2798	1.2798	1.2740	1.2775
PP	1.2751	1.2751	1.2751	1.2739
S1	1.2681	1.2681	1.2718	1.2658
S2	1.2634	1.2634	1.2708
S3	1.2517	1.2564	1.2697
S4	1.2400	1.2447	1.2665

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3985	1.3739	1.2939
R3	1.3603	1.3357	1.2834
R2	1.3221	1.3221	1.2799
R1	1.2975	1.2975	1.2764	1.2907
PP	1.2839	1.2839	1.2839	1.2805
S1	1.2593	1.2593	1.2694	1.2525
S2	1.2457	1.2457	1.2659
S3	1.2075	1.2211	1.2624
S4	1.1693	1.1829	1.2519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3085	1.2703	0.0382	3.0%	0.0122	1.0%	7%	False	True	189,412
10	1.3133	1.2703	0.0430	3.4%	0.0109	0.9%	6%	False	True	147,035
20	1.3468	1.2703	0.0765	6.0%	0.0127	1.0%	3%	False	True	139,395
40	1.3844	1.2703	0.1141	9.0%	0.0141	1.1%	2%	False	True	71,161
60	1.4231	1.2703	0.1528	12.0%	0.0151	1.2%	2%	False	True	47,671
80	1.4231	1.2703	0.1528	12.0%	0.0152	1.2%	2%	False	True	35,823
100	1.4472	1.2703	0.1769	13.9%	0.0139	1.1%	1%	False	True	28,665
120	1.4472	1.2703	0.1769	13.9%	0.0127	1.0%	1%	False	True	23,889

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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3317
2.618	1.3126
1.618	1.3009
1.000	1.2937
0.618	1.2892
HIGH	1.2820
0.618	1.2775
0.500	1.2762
0.382	1.2748
LOW	1.2703
0.618	1.2631
1.000	1.2586
1.618	1.2514
2.618	1.2397
4.250	1.2206

Fisher Pivots for day following 06-Jan-2012
Pivot	1 day	3 day
R1	1.2762	1.2883
PP	1.2751	1.2832
S1	1.2740	1.2780

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

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