CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	1.3139	1.3285	0.0146	1.1%	1.3229
High	1.3277	1.3285	0.0008	0.1%	1.3229
Low	1.3139	1.3251	0.0112	0.9%	1.3095
Close	1.3263	1.3264	0.0001	0.0%	1.3168
Range	0.0138	0.0034	-0.0104	-75.4%	0.0134
ATR	0.0077	0.0073	-0.0003	-4.0%	0.0000
Volume	4	13	9	225.0%	37

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3369	1.3350	1.3283
R3	1.3335	1.3316	1.3273
R2	1.3301	1.3301	1.3270
R1	1.3282	1.3282	1.3267	1.3275
PP	1.3267	1.3267	1.3267	1.3263
S1	1.3248	1.3248	1.3261	1.3241
S2	1.3233	1.3233	1.3258
S3	1.3199	1.3214	1.3255
S4	1.3165	1.3180	1.3245

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3566	1.3501	1.3242
R3	1.3432	1.3367	1.3205
R2	1.3298	1.3298	1.3193
R1	1.3233	1.3233	1.3180	1.3199
PP	1.3164	1.3164	1.3164	1.3147
S1	1.3099	1.3099	1.3156	1.3065
S2	1.3030	1.3030	1.3143
S3	1.2896	1.2965	1.3131
S4	1.2762	1.2831	1.3094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3285	1.3128	0.0157	1.2%	0.0040	0.3%	87%	True	False	6
10	1.3285	1.3095	0.0190	1.4%	0.0047	0.4%	89%	True	False	6
20	1.3285	1.2690	0.0595	4.5%	0.0037	0.3%	96%	True	False	5

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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3430
2.618	1.3374
1.618	1.3340
1.000	1.3319
0.618	1.3306
HIGH	1.3285
0.618	1.3272
0.500	1.3268
0.382	1.3264
LOW	1.3251
0.618	1.3230
1.000	1.3217
1.618	1.3196
2.618	1.3162
4.250	1.3107

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	1.3268	1.3247
PP	1.3267	1.3229
S1	1.3265	1.3212

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

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