CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	1.3164	1.3191	0.0027	0.2%	1.3430
High	1.3164	1.3288	0.0124	0.9%	1.3493
Low	1.3164	1.3191	0.0027	0.2%	1.3216
Close	1.3164	1.3288	0.0124	0.9%	1.3225
Range	0.0000	0.0097	0.0097		0.0277
ATR	0.0082	0.0085	0.0003	3.6%	0.0000
Volume	37	37	0	0.0%	134

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3547	1.3514	1.3341
R3	1.3450	1.3417	1.3315
R2	1.3353	1.3353	1.3306
R1	1.3320	1.3320	1.3297	1.3337
PP	1.3256	1.3256	1.3256	1.3264
S1	1.3223	1.3223	1.3279	1.3240
S2	1.3159	1.3159	1.3270
S3	1.3062	1.3126	1.3261
S4	1.2965	1.3029	1.3235

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	1.3288	1.3121	0.0167	1.3%	0.0057	0.4%	100%	True	False	23
10	1.3500	1.3121	0.0379	2.9%	0.0060	0.5%	44%	False	False	31
20	1.3500	1.3023	0.0477	3.6%	0.0058	0.4%	56%	False	False	21
40	1.3500	1.2690	0.0810	6.1%	0.0048	0.4%	74%	False	False	13

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	0.0002
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.3700
2.618	1.3542
1.618	1.3445
1.000	1.3385
0.618	1.3348
HIGH	1.3288
0.618	1.3251
0.500	1.3240
0.382	1.3228
LOW	1.3191
0.618	1.3131
1.000	1.3094
1.618	1.3034
2.618	1.2937
4.250	1.2779

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	1.3272	1.3260
PP	1.3256	1.3232
S1	1.3240	1.3205

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

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