CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	1.3424	1.3450	0.0026	0.2%	1.3253
High	1.3493	1.3450	-0.0043	-0.3%	1.3500
Low	1.3415	1.3354	-0.0061	-0.5%	1.3233
Close	1.3473	1.3354	-0.0119	-0.9%	1.3477
Range	0.0078	0.0096	0.0018	23.1%	0.0267
ATR	0.0085	0.0087	0.0002	2.9%	0.0000
Volume	39	11	-28	-71.8%	104

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3674	1.3610	1.3407
R3	1.3578	1.3514	1.3380
R2	1.3482	1.3482	1.3372
R1	1.3418	1.3418	1.3363	1.3402
PP	1.3386	1.3386	1.3386	1.3378
S1	1.3322	1.3322	1.3345	1.3306
S2	1.3290	1.3290	1.3336
S3	1.3194	1.3226	1.3328
S4	1.3098	1.3130	1.3301

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	1.3306	0.0194	1.5%	0.0066	0.5%	25%	False	False	30
10	1.3500	1.3023	0.0477	3.6%	0.0073	0.5%	69%	False	False	25
20	1.3500	1.3023	0.0477	3.6%	0.0058	0.4%	69%	False	False	15
40	1.3500	1.2690	0.0810	6.1%	0.0040	0.3%	82%	False	False	10

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	0.0004
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3858
2.618	1.3701
1.618	1.3605
1.000	1.3546
0.618	1.3509
HIGH	1.3450
0.618	1.3413
0.500	1.3402
0.382	1.3391
LOW	1.3354
0.618	1.3295
1.000	1.3258
1.618	1.3199
2.618	1.3103
4.250	1.2946

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	1.3402	1.3424
PP	1.3386	1.3400
S1	1.3370	1.3377

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

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