CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	1.3144	1.3253	0.0109	0.8%	1.3226
High	1.3200	1.3299	0.0099	0.8%	1.3226
Low	1.3144	1.3233	0.0089	0.7%	1.3023
Close	1.3174	1.3261	0.0087	0.7%	1.3174
Range	0.0056	0.0066	0.0010	17.9%	0.0203
ATR	0.0080	0.0084	0.0003	4.0%	0.0000
Volume	60	2	-58	-96.7%	87

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3462	1.3428	1.3297
R3	1.3396	1.3362	1.3279
R2	1.3330	1.3330	1.3273
R1	1.3296	1.3296	1.3267	1.3313
PP	1.3264	1.3264	1.3264	1.3273
S1	1.3230	1.3230	1.3255	1.3247
S2	1.3198	1.3198	1.3249
S3	1.3132	1.3164	1.3243
S4	1.3066	1.3098	1.3225

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3750	1.3665	1.3286
R3	1.3547	1.3462	1.3230
R2	1.3344	1.3344	1.3211
R1	1.3259	1.3259	1.3193	1.3200
PP	1.3141	1.3141	1.3141	1.3112
S1	1.3056	1.3056	1.3155	1.2997
S2	1.2938	1.2938	1.3137
S3	1.2735	1.2853	1.3118
S4	1.2532	1.2650	1.3062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3299	1.3023	0.0276	2.1%	0.0090	0.7%	86%	True	False	16
10	1.3310	1.3023	0.0287	2.2%	0.0066	0.5%	83%	False	False	11
20	1.3310	1.2982	0.0328	2.5%	0.0054	0.4%	85%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3580
2.618	1.3472
1.618	1.3406
1.000	1.3365
0.618	1.3340
HIGH	1.3299
0.618	1.3274
0.500	1.3266
0.382	1.3258
LOW	1.3233
0.618	1.3192
1.000	1.3167
1.618	1.3126
2.618	1.3060
4.250	1.2953

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	1.3266	1.3228
PP	1.3264	1.3194
S1	1.3263	1.3161

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

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