CME Euro FX (E) Future September 2012

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Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary Previous Current 06-Mar-2012 07-Mar-2012 Change Change % Previous Week Open 1.3210 1.3164 -0.0046 -0.3% 1.3430 High 1.3210 1.3164 -0.0046 -0.3% 1.3493 Low 1.3121 1.3164 0.0043 0.3% 1.3216 Close 1.3121 1.3164 0.0043 0.3% 1.3225 Range 0.0089 0.0000 -0.0089 -100.0% 0.0277 ATR 0.0085 0.0082 -0.0003 -3.5% 0.0000 Volume 9 37 28 311.1% 134
Daily Pivots for day following 07-Mar-2012 Classic Woodie Camarilla DeMark R4 1.3164 1.3164 1.3164 R3 1.3164 1.3164 1.3164 R2 1.3164 1.3164 1.3164 R1 1.3164 1.3164 1.3164 1.3164 PP 1.3164 1.3164 1.3164 1.3164 S1 1.3164 1.3164 1.3164 1.3164 S2 1.3164 1.3164 1.3164 S3 1.3164 1.3164 1.3164 S4 1.3164 1.3164 1.3164	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 1.3354 1.3121 0.0233 1.8% 0.0045 0.3% 18% False False 25 10 1.3500 1.3121 0.0379 2.9% 0.0056 0.4% 11% False False 28 20 1.3500 1.3023 0.0477 3.6% 0.0055 0.4% 30% False False 20 40 1.3500 1.2690 0.0810 6.2% 0.0045 0.3% 59% False False 12
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 21 trading days	Fibonacci Retracements and Extensions 4.250 1.3164 2.618 1.3164 1.618 1.3164 1.000 1.3164 0.618 1.3164 HIGH 1.3164 0.618 1.3164 0.500 1.3164 0.382 1.3164 LOW 1.3164 0.618 1.3164 1.000 1.3164 1.618 1.3164 2.618 1.3164 4.250 1.3164
Fisher Pivots for day following 07-Mar-2012 Pivot 1 day 3 day R1 1.3164 1.3183 PP 1.3164 1.3176 S1 1.3164 1.3170

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