CME Euro FX (E) Future June 2012

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Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary Previous Current 07-Oct-2011 10-Oct-2011 Change Change % Previous Week Open 1.3383 1.3652 0.0269 2.0% 1.3221 High 1.3383 1.3652 0.0269 2.0% 1.3418 Low 1.3383 1.3652 0.0269 2.0% 1.3221 Close 1.3383 1.3652 0.0269 2.0% 1.3383 Range ATR 0.0088 0.0101 0.0013 14.7% 0.0000 Volume 4 4 0 0.0% 14
Daily Pivots for day following 10-Oct-2011 Classic Woodie Camarilla DeMark R4 1.3652 1.3652 1.3652 R3 1.3652 1.3652 1.3652 R2 1.3652 1.3652 1.3652 R1 1.3652 1.3652 1.3652 1.3652 PP 1.3652 1.3652 1.3652 1.3652 S1 1.3652 1.3652 1.3652 1.3652 S2 1.3652 1.3652 1.3652 S3 1.3652 1.3652 1.3652 S4 1.3652 1.3652 1.3652	Weekly Pivots for week ending 07-Oct-2011 Classic Woodie Camarilla DeMark R4 1.3932 1.3854 1.3491 R3 1.3735 1.3657 1.3437 R2 1.3538 1.3538 1.3419 R1 1.3460 1.3460 1.3401 1.3499 PP 1.3341 1.3341 1.3341 1.3360 S1 1.3263 1.3263 1.3365 1.3302 S2 1.3144 1.3144 1.3347 S3 1.2947 1.3066 1.3329 S4 1.2750 1.2869 1.3275
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3652 1.3359 0.0293 2.1% 0.0000 0.0% 100% True False 3 10 1.3652 1.3221 0.0431 3.2% 0.0000 0.0% 100% True False 4 20 1.3790 1.3221 0.0569 4.2% 0.0006 0.0% 76% False False 4 40 1.4458 1.3221 0.1237 9.1% 0.0008 0.1% 35% False False 3
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 1.3652 2.618 1.3652 1.618 1.3652 1.000 1.3652 0.618 1.3652 HIGH 1.3652 0.618 1.3652 0.500 1.3652 0.382 1.3652 LOW 1.3652 0.618 1.3652 1.000 1.3652 1.618 1.3652 2.618 1.3652 4.250 1.3652
Fisher Pivots for day following 10-Oct-2011 Pivot 1 day 3 day R1 1.3652 1.3607 PP 1.3652 1.3562 S1 1.3652 1.3518

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