CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	1.3290	1.3188	-0.0102	-0.8%	1.3139
High	1.3310	1.3190	-0.0120	-0.9%	1.3310
Low	1.3290	1.3183	-0.0107	-0.8%	1.3139
Close	1.3301	1.3183	-0.0118	-0.9%	1.3183
Range	0.0020	0.0007	-0.0013	-65.0%	0.0171
ATR	0.0072	0.0075	0.0003	4.6%	0.0000
Volume	3	3	0	0.0%	27

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3206	1.3202	1.3187
R3	1.3199	1.3195	1.3185
R2	1.3192	1.3192	1.3184
R1	1.3188	1.3188	1.3184	1.3187
PP	1.3185	1.3185	1.3185	1.3185
S1	1.3181	1.3181	1.3182	1.3180
S2	1.3178	1.3178	1.3182
S3	1.3171	1.3174	1.3181
S4	1.3164	1.3167	1.3179

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3724	1.3624	1.3277
R3	1.3553	1.3453	1.3230
R2	1.3382	1.3382	1.3214
R1	1.3282	1.3282	1.3199	1.3332
PP	1.3211	1.3211	1.3211	1.3236
S1	1.3111	1.3111	1.3167	1.3161
S2	1.3040	1.3040	1.3152
S3	1.2869	1.2940	1.3136
S4	1.2698	1.2769	1.3089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3310	1.3139	0.0171	1.3%	0.0040	0.3%	26%	False	False	5
10	1.3310	1.3095	0.0215	1.6%	0.0043	0.3%	41%	False	False	6
20	1.3310	1.2690	0.0620	4.7%	0.0036	0.3%	80%	False	False	6

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3220
2.618	1.3208
1.618	1.3201
1.000	1.3197
0.618	1.3194
HIGH	1.3190
0.618	1.3187
0.500	1.3187
0.382	1.3186
LOW	1.3183
0.618	1.3179
1.000	1.3176
1.618	1.3172
2.618	1.3165
4.250	1.3153

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	1.3187	1.3247
PP	1.3185	1.3225
S1	1.3184	1.3204

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

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