CME Euro FX (E) Future June 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	1.3179	1.3134	-0.0045	-0.3%	1.3131
High	1.3207	1.3187	-0.0020	-0.2%	1.3325
Low	1.3089	1.3058	-0.0031	-0.2%	1.3039
Close	1.3101	1.3070	-0.0031	-0.2%	1.3178
Range	0.0118	0.0129	0.0011	9.3%	0.0286
ATR	0.0124	0.0124	0.0000	0.3%	0.0000
Volume	704	1,021	317	45.0%	1,740

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3492	1.3410	1.3141
R3	1.3363	1.3281	1.3105
R2	1.3234	1.3234	1.3094
R1	1.3152	1.3152	1.3082	1.3129
PP	1.3105	1.3105	1.3105	1.3093
S1	1.3023	1.3023	1.3058	1.3000
S2	1.2976	1.2976	1.3046
S3	1.2847	1.2894	1.3035
S4	1.2718	1.2765	1.2999

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.4039	1.3894	1.3335
R3	1.3753	1.3608	1.3257
R2	1.3467	1.3467	1.3230
R1	1.3322	1.3322	1.3204	1.3395
PP	1.3181	1.3181	1.3181	1.3217
S1	1.3036	1.3036	1.3152	1.3109
S2	1.2895	1.2895	1.3126
S3	1.2609	1.2750	1.3099
S4	1.2323	1.2464	1.3021

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3325	1.3058	0.0267	2.0%	0.0107	0.8%	4%	False	True	510
10	1.3325	1.3039	0.0286	2.2%	0.0111	0.8%	11%	False	False	437
20	1.3325	1.2858	0.0467	3.6%	0.0123	0.9%	45%	False	False	411
40	1.3325	1.2645	0.0680	5.2%	0.0117	0.9%	63%	False	False	339
60	1.3555	1.2645	0.0910	7.0%	0.0106	0.8%	47%	False	False	248
80	1.4188	1.2645	0.1543	11.8%	0.0092	0.7%	28%	False	False	188
100	1.4188	1.2645	0.1543	11.8%	0.0073	0.6%	28%	False	False	151
120	1.4458	1.2645	0.1813	13.9%	0.0063	0.5%	23%	False	False	126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3735
2.618	1.3525
1.618	1.3396
1.000	1.3316
0.618	1.3267
HIGH	1.3187
0.618	1.3138
0.500	1.3123
0.382	1.3107
LOW	1.3058
0.618	1.2978
1.000	1.2929
1.618	1.2849
2.618	1.2720
4.250	1.2510

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	1.3123	1.3171
PP	1.3105	1.3137
S1	1.3088	1.3104

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

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