CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	1.3450	1.3330	-0.0120	-0.9%	1.3253
High	1.3450	1.3354	-0.0096	-0.7%	1.3500
Low	1.3354	1.3317	-0.0037	-0.3%	1.3233
Close	1.3354	1.3332	-0.0022	-0.2%	1.3477
Range	0.0096	0.0037	-0.0059	-61.5%	0.0267
ATR	0.0087	0.0084	-0.0004	-4.1%	0.0000
Volume	11	49	38	345.5%	104

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3445	1.3426	1.3352
R3	1.3408	1.3389	1.3342
R2	1.3371	1.3371	1.3339
R1	1.3352	1.3352	1.3335	1.3362
PP	1.3334	1.3334	1.3334	1.3339
S1	1.3315	1.3315	1.3329	1.3325
S2	1.3297	1.3297	1.3325
S3	1.3260	1.3278	1.3322
S4	1.3223	1.3241	1.3312

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	1.3317	0.0183	1.4%	0.0063	0.5%	8%	False	True	39
10	1.3500	1.3023	0.0477	3.6%	0.0065	0.5%	65%	False	False	29
20	1.3500	1.3023	0.0477	3.6%	0.0054	0.4%	65%	False	False	17
40	1.3500	1.2690	0.0810	6.1%	0.0041	0.3%	79%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3511
2.618	1.3451
1.618	1.3414
1.000	1.3391
0.618	1.3377
HIGH	1.3354
0.618	1.3340
0.500	1.3336
0.382	1.3331
LOW	1.3317
0.618	1.3294
1.000	1.3280
1.618	1.3257
2.618	1.3220
4.250	1.3160

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	1.3336	1.3405
PP	1.3334	1.3381
S1	1.3333	1.3356

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

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