CME Euro FX (E) Future June 2012

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Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary Previous Current 07-Sep-2011 08-Sep-2011 Change Change % Previous Week Open 1.4039 1.3872 -0.0167 -1.2% 1.4458 High 1.4039 1.3872 -0.0167 -1.2% 1.4458 Low 1.4039 1.3872 -0.0167 -1.2% 1.4149 Close 1.4076 1.3872 -0.0204 -1.4% 1.4149 Range ATR 0.0073 0.0082 0.0009 12.9% 0.0000 Volume 1 1 0 0.0% 8
Daily Pivots for day following 08-Sep-2011 Classic Woodie Camarilla DeMark R4 1.3872 1.3872 1.3872 R3 1.3872 1.3872 1.3872 R2 1.3872 1.3872 1.3872 R1 1.3872 1.3872 1.3872 1.3872 PP 1.3872 1.3872 1.3872 1.3872 S1 1.3872 1.3872 1.3872 1.3872 S2 1.3872 1.3872 1.3872 S3 1.3872 1.3872 1.3872 S4 1.3872 1.3872 1.3872	Weekly Pivots for week ending 02-Sep-2011 Classic Woodie Camarilla DeMark R4 1.5179 1.4973 1.4319 R3 1.4870 1.4664 1.4234 R2 1.4561 1.4561 1.4206 R1 1.4355 1.4355 1.4177 1.4304 PP 1.4252 1.4252 1.4252 1.4226 S1 1.4046 1.4046 1.4121 1.3995 S2 1.3943 1.3943 1.4092 S3 1.3634 1.3737 1.4064 S4 1.3325 1.3428 1.3979
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4235 1.3872 0.0363 2.6% 0.0000 0.0% 0% False True 1 10 1.4458 1.3872 0.0586 4.2% 0.0005 0.0% 0% False True 1 20 1.4458 1.3872 0.0586 4.2% 0.0010 0.1% 0% False True 2
Crabel Price Patterns NR False 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 0.0000	Fibonacci Retracements and Extensions 4.250 1.3872 2.618 1.3872 1.618 1.3872 1.000 1.3872 0.618 1.3872 HIGH 1.3872 0.618 1.3872 0.500 1.3872 0.382 1.3872 LOW 1.3872 0.618 1.3872 1.000 1.3872 1.618 1.3872 2.618 1.3872 4.250 1.3872
Fisher Pivots for day following 08-Sep-2011 Pivot 1 day 3 day R1 1.3872 1.3974 PP 1.3872 1.3940 S1 1.3872 1.3906

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