CME Euro FX (E) Future June 2012

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	1.3738	1.3760	0.0022	0.2%	1.4075
High	1.3738	1.3790	0.0052	0.4%	1.4075
Low	1.3738	1.3760	0.0022	0.2%	1.3790
Close	1.3738	1.3867	0.0129	0.9%	1.3661
Range	0.0000	0.0030	0.0030		0.0285
ATR	0.0082	0.0080	-0.0002	-2.6%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3896	1.3911	1.3884
R3	1.3866	1.3881	1.3875
R2	1.3836	1.3836	1.3873
R1	1.3851	1.3851	1.3870	1.3844
PP	1.3806	1.3806	1.3806	1.3802
S1	1.3821	1.3821	1.3864	1.3814
S2	1.3776	1.3776	1.3862
S3	1.3746	1.3791	1.3859
S4	1.3716	1.3761	1.3851

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4697	1.4464	1.3818
R3	1.4412	1.4179	1.3739
R2	1.4127	1.4127	1.3713
R1	1.3894	1.3894	1.3687	1.3868
PP	1.3842	1.3842	1.3842	1.3829
S1	1.3609	1.3609	1.3635	1.3583
S2	1.3557	1.3557	1.3609
S3	1.3272	1.3324	1.3583
S4	1.2987	1.3039	1.3504

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3790	1.3586	0.0204	1.5%	0.0006	0.0%	138%	True	False	1
10	1.4235	1.3586	0.0649	4.7%	0.0003	0.0%	43%	False	False	1
20	1.4458	1.3586	0.0872	6.3%	0.0011	0.1%	32%	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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3918
2.618	1.3869
1.618	1.3839
1.000	1.3820
0.618	1.3809
HIGH	1.3790
0.618	1.3779
0.500	1.3775
0.382	1.3771
LOW	1.3760
0.618	1.3741
1.000	1.3730
1.618	1.3711
2.618	1.3681
4.250	1.3633

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	1.3836	1.3831
PP	1.3806	1.3795
S1	1.3775	1.3759

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

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