CME Euro FX (E) Future June 2012

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Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary Previous Current 21-Oct-2011 24-Oct-2011 Change Change % Previous Week Open 1.3856 1.3936 0.0080 0.6% 1.3729 High 1.3856 1.3936 0.0080 0.6% 1.3856 Low 1.3856 1.3936 0.0080 0.6% 1.3729 Close 1.3856 1.3936 0.0080 0.6% 1.3856 Range ATR 0.0078 0.0078 0.0000 0.2% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 24-Oct-2011 Classic Woodie Camarilla DeMark R4 1.3936 1.3936 1.3936 R3 1.3936 1.3936 1.3936 R2 1.3936 1.3936 1.3936 R1 1.3936 1.3936 1.3936 1.3936 PP 1.3936 1.3936 1.3936 1.3936 S1 1.3936 1.3936 1.3936 1.3936 S2 1.3936 1.3936 1.3936 S3 1.3936 1.3936 1.3936 S4 1.3936 1.3936 1.3936	Weekly Pivots for week ending 21-Oct-2011 Classic Woodie Camarilla DeMark R4 1.4195 1.4152 1.3926 R3 1.4068 1.4025 1.3891 R2 1.3941 1.3941 1.3879 R1 1.3898 1.3898 1.3868 1.3920 PP 1.3814 1.3814 1.3814 1.3824 S1 1.3771 1.3771 1.3844 1.3793 S2 1.3687 1.3687 1.3833 S3 1.3560 1.3644 1.3821 S4 1.3433 1.3517 1.3786
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3936 1.3732 0.0204 1.5% 0.0000 0.0% 100% True False 2 10 1.3936 1.3640 0.0296 2.1% 0.0000 0.0% 100% True False 2 20 1.3936 1.3221 0.0715 5.1% 0.0000 0.0% 100% True False 3 40 1.4458 1.3221 0.1237 8.9% 0.0004 0.0% 58% False False 3 60 1.4458 1.3221 0.1237 8.9% 0.0005 0.0% 58% 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 1.3936 2.618 1.3936 1.618 1.3936 1.000 1.3936 0.618 1.3936 HIGH 1.3936 0.618 1.3936 0.500 1.3936 0.382 1.3936 LOW 1.3936 0.618 1.3936 1.000 1.3936 1.618 1.3936 2.618 1.3936 4.250 1.3936
Fisher Pivots for day following 24-Oct-2011 Pivot 1 day 3 day R1 1.3936 1.3907 PP 1.3936 1.3877 S1 1.3936 1.3848

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