CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	1.3306	1.3428	0.0122	0.9%	1.3253
High	1.3360	1.3500	0.0140	1.0%	1.3500
Low	1.3306	1.3428	0.0122	0.9%	1.3233
Close	1.3353	1.3477	0.0124	0.9%	1.3477
Range	0.0054	0.0072	0.0018	33.3%	0.0267
ATR	0.0081	0.0086	0.0005	5.8%	0.0000
Volume	4	75	71	1,775.0%	104

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3684	1.3653	1.3517
R3	1.3612	1.3581	1.3497
R2	1.3540	1.3540	1.3490
R1	1.3509	1.3509	1.3484	1.3525
PP	1.3468	1.3468	1.3468	1.3476
S1	1.3437	1.3437	1.3470	1.3453
S2	1.3396	1.3396	1.3464
S3	1.3324	1.3365	1.3457
S4	1.3252	1.3293	1.3437

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.4204	1.4108	1.3624
R3	1.3937	1.3841	1.3550
R2	1.3670	1.3670	1.3526
R1	1.3574	1.3574	1.3501	1.3622
PP	1.3403	1.3403	1.3403	1.3428
S1	1.3307	1.3307	1.3453	1.3355
S2	1.3136	1.3136	1.3428
S3	1.2869	1.3040	1.3404
S4	1.2602	1.2773	1.3330

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3500	1.3144	0.0356	2.6%	0.0054	0.4%	94%	True	False	32
10	1.3500	1.3023	0.0477	3.5%	0.0061	0.5%	95%	True	False	19
20	1.3500	1.3023	0.0477	3.5%	0.0052	0.4%	95%	True	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3806
2.618	1.3688
1.618	1.3616
1.000	1.3572
0.618	1.3544
HIGH	1.3500
0.618	1.3472
0.500	1.3464
0.382	1.3456
LOW	1.3428
0.618	1.3384
1.000	1.3356
1.618	1.3312
2.618	1.3240
4.250	1.3122

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	1.3473	1.3442
PP	1.3468	1.3408
S1	1.3464	1.3373

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

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