CME Euro FX (E) Future June 2012

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Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary Previous Current 19-Oct-2011 20-Oct-2011 Change Change % Previous Week Open 1.3733 1.3759 0.0026 0.2% 1.3652 High 1.3733 1.3759 0.0026 0.2% 1.3864 Low 1.3733 1.3759 0.0026 0.2% 1.3640 Close 1.3733 1.3759 0.0026 0.2% 1.3864 Range ATR 0.0080 0.0077 -0.0004 -4.8% 0.0000 Volume 2 2 0 0.0% 14
Daily Pivots for day following 20-Oct-2011 Classic Woodie Camarilla DeMark R4 1.3759 1.3759 1.3759 R3 1.3759 1.3759 1.3759 R2 1.3759 1.3759 1.3759 R1 1.3759 1.3759 1.3759 1.3759 PP 1.3759 1.3759 1.3759 1.3759 S1 1.3759 1.3759 1.3759 1.3759 S2 1.3759 1.3759 1.3759 S3 1.3759 1.3759 1.3759 S4 1.3759 1.3759 1.3759	Weekly Pivots for week ending 14-Oct-2011 Classic Woodie Camarilla DeMark R4 1.4461 1.4387 1.3987 R3 1.4237 1.4163 1.3926 R2 1.4013 1.4013 1.3905 R1 1.3939 1.3939 1.3885 1.3976 PP 1.3789 1.3789 1.3789 1.3808 S1 1.3715 1.3715 1.3843 1.3752 S2 1.3565 1.3565 1.3823 S3 1.3341 1.3491 1.3802 S4 1.3117 1.3267 1.3741
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3864 1.3729 0.0135 1.0% 0.0000 0.0% 22% False False 2 10 1.3864 1.3383 0.0481 3.5% 0.0000 0.0% 78% False False 2 20 1.3864 1.3221 0.0643 4.7% 0.0000 0.0% 84% False False 4 40 1.4458 1.3221 0.1237 9.0% 0.0004 0.0% 43% 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 True 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.3759 2.618 1.3759 1.618 1.3759 1.000 1.3759 0.618 1.3759 HIGH 1.3759 0.618 1.3759 0.500 1.3759 0.382 1.3759 LOW 1.3759 0.618 1.3759 1.000 1.3759 1.618 1.3759 2.618 1.3759 4.250 1.3759
Fisher Pivots for day following 20-Oct-2011 Pivot 1 day 3 day R1 1.3759 1.3755 PP 1.3759 1.3750 S1 1.3759 1.3746

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