CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 06-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	06-Mar-2012	Change	Change %	Previous Week
Open	1.3210	1.3210	0.0000	0.0%	1.3430
High	1.3244	1.3210	-0.0034	-0.3%	1.3493
Low	1.3210	1.3121	-0.0089	-0.7%	1.3216
Close	1.3244	1.3121	-0.0123	-0.9%	1.3225
Range	0.0034	0.0089	0.0055	161.8%	0.0277
ATR	0.0082	0.0085	0.0003	3.5%	0.0000
Volume	23	9	-14	-60.9%	134

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3418	1.3358	1.3170
R3	1.3329	1.3269	1.3145
R2	1.3240	1.3240	1.3137
R1	1.3180	1.3180	1.3129	1.3166
PP	1.3151	1.3151	1.3151	1.3143
S1	1.3091	1.3091	1.3113	1.3077
S2	1.3062	1.3062	1.3105
S3	1.2973	1.3002	1.3097
S4	1.2884	1.2913	1.3072

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	1.3450	1.3121	0.0329	2.5%	0.0065	0.5%	0%	False	True	20
10	1.3500	1.3121	0.0379	2.9%	0.0058	0.4%	0%	False	True	26
20	1.3500	1.3023	0.0477	3.6%	0.0062	0.5%	21%	False	False	19
40	1.3500	1.2690	0.0810	6.2%	0.0045	0.3%	53%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0002
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3588
2.618	1.3443
1.618	1.3354
1.000	1.3299
0.618	1.3265
HIGH	1.3210
0.618	1.3176
0.500	1.3166
0.382	1.3155
LOW	1.3121
0.618	1.3066
1.000	1.3032
1.618	1.2977
2.618	1.2888
4.250	1.2743

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	1.3166	1.3202
PP	1.3151	1.3175
S1	1.3136	1.3148

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

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