CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	1.3200	1.3033	-0.0167	-1.3%	1.3139
High	1.3200	1.3158	-0.0042	-0.3%	1.3310
Low	1.3079	1.3023	-0.0056	-0.4%	1.3139
Close	1.3079	1.3158	0.0079	0.6%	1.3183
Range	0.0121	0.0135	0.0014	11.6%	0.0171
ATR	0.0078	0.0082	0.0004	5.2%	0.0000
Volume	12	6	-6	-50.0%	27

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3518	1.3473	1.3232
R3	1.3383	1.3338	1.3195
R2	1.3248	1.3248	1.3183
R1	1.3203	1.3203	1.3170	1.3226
PP	1.3113	1.3113	1.3113	1.3124
S1	1.3068	1.3068	1.3146	1.3091
S2	1.2978	1.2978	1.3133
S3	1.2843	1.2933	1.3121
S4	1.2708	1.2798	1.3084

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	1.3226	1.3023	0.0203	1.5%	0.0069	0.5%	67%	False	True	6
10	1.3310	1.3023	0.0287	2.2%	0.0054	0.4%	47%	False	True	5
20	1.3310	1.2945	0.0365	2.8%	0.0049	0.4%	58%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3732
2.618	1.3511
1.618	1.3376
1.000	1.3293
0.618	1.3241
HIGH	1.3158
0.618	1.3106
0.500	1.3091
0.382	1.3075
LOW	1.3023
0.618	1.2940
1.000	1.2888
1.618	1.2805
2.618	1.2670
4.250	1.2449

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	1.3136	1.3143
PP	1.3113	1.3127
S1	1.3091	1.3112

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

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