CME Euro FX (E) Future September 2012

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Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary Previous Current 23-Jan-2012 24-Jan-2012 Change Change % Previous Week Open 1.3025 1.3043 0.0018 0.1% 1.2765 High 1.3042 1.3043 0.0001 0.0% 1.2956 Low 1.3025 1.3043 0.0018 0.1% 1.2745 Close 1.3042 1.3043 0.0001 0.0% 1.2945 Range 0.0017 0.0000 -0.0017 -100.0% 0.0211 ATR 0.0085 0.0079 -0.0006 -7.1% 0.0000 Volume 7 2 -5 -71.4% 28
Daily Pivots for day following 24-Jan-2012 Classic Woodie Camarilla DeMark R4 1.3043 1.3043 1.3043 R3 1.3043 1.3043 1.3043 R2 1.3043 1.3043 1.3043 R1 1.3043 1.3043 1.3043 1.3043 PP 1.3043 1.3043 1.3043 1.3043 S1 1.3043 1.3043 1.3043 1.3043 S2 1.3043 1.3043 1.3043 S3 1.3043 1.3043 1.3043 S4 1.3043 1.3043 1.3043	Weekly Pivots for week ending 20-Jan-2012 Classic Woodie Camarilla DeMark R4 1.3515 1.3441 1.3061 R3 1.3304 1.3230 1.3003 R2 1.3093 1.3093 1.2984 R1 1.3019 1.3019 1.2964 1.3056 PP 1.2882 1.2882 1.2882 1.2901 S1 1.2808 1.2808 1.2926 1.2845 S2 1.2671 1.2671 1.2906 S3 1.2460 1.2597 1.2887 S4 1.2249 1.2386 1.2829
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3043 1.2813 0.0230 1.8% 0.0013 0.1% 100% True False 6 10 1.3043 1.2690 0.0353 2.7% 0.0015 0.1% 100% True False 4
Crabel Price Patterns NR True 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 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3043 2.618 1.3043 1.618 1.3043 1.000 1.3043 0.618 1.3043 HIGH 1.3043 0.618 1.3043 0.500 1.3043 0.382 1.3043 LOW 1.3043 0.618 1.3043 1.000 1.3043 1.618 1.3043 2.618 1.3043 4.250 1.3043
Fisher Pivots for day following 24-Jan-2012 Pivot 1 day 3 day R1 1.3043 1.3027 PP 1.3043 1.3010 S1 1.3043 1.2994

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