CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	1.3283	1.3210	-0.0073	-0.5%	1.3430
High	1.3283	1.3244	-0.0039	-0.3%	1.3493
Low	1.3216	1.3210	-0.0006	0.0%	1.3216
Close	1.3225	1.3244	0.0019	0.1%	1.3225
Range	0.0067	0.0034	-0.0033	-49.3%	0.0277
ATR	0.0086	0.0082	-0.0004	-4.3%	0.0000
Volume	11	23	12	109.1%	134

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3335	1.3323	1.3263
R3	1.3301	1.3289	1.3253
R2	1.3267	1.3267	1.3250
R1	1.3255	1.3255	1.3247	1.3261
PP	1.3233	1.3233	1.3233	1.3236
S1	1.3221	1.3221	1.3241	1.3227
S2	1.3199	1.3199	1.3238
S3	1.3165	1.3187	1.3235
S4	1.3131	1.3153	1.3225

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.4142	1.3961	1.3377
R3	1.3865	1.3684	1.3301
R2	1.3588	1.3588	1.3276
R1	1.3407	1.3407	1.3250	1.3359
PP	1.3311	1.3311	1.3311	1.3288
S1	1.3130	1.3130	1.3200	1.3082
S2	1.3034	1.3034	1.3174
S3	1.2757	1.2853	1.3149
S4	1.2480	1.2576	1.3073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3493	1.3210	0.0283	2.1%	0.0062	0.5%	12%	False	True	26
10	1.3500	1.3210	0.0290	2.2%	0.0056	0.4%	12%	False	True	26
20	1.3500	1.3023	0.0477	3.6%	0.0058	0.4%	46%	False	False	18
40	1.3500	1.2690	0.0810	6.1%	0.0043	0.3%	68%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0.0004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3389
2.618	1.3333
1.618	1.3299
1.000	1.3278
0.618	1.3265
HIGH	1.3244
0.618	1.3231
0.500	1.3227
0.382	1.3223
LOW	1.3210
0.618	1.3189
1.000	1.3176
1.618	1.3155
2.618	1.3121
4.250	1.3066

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	1.3238	1.3282
PP	1.3233	1.3269
S1	1.3227	1.3257

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

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