CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	1.3164	1.3184	0.0020	0.2%	1.3210
High	1.3164	1.3184	0.0020	0.2%	1.3292
Low	1.3164	1.3074	-0.0090	-0.7%	1.3115
Close	1.3164	1.3089	-0.0075	-0.6%	1.3124
Range	0.0000	0.0110	0.0110		0.0177
ATR	0.0088	0.0090	0.0002	1.8%	0.0000
Volume	28	15	-13	-46.4%	113

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3446	1.3377	1.3150
R3	1.3336	1.3267	1.3119
R2	1.3226	1.3226	1.3109
R1	1.3157	1.3157	1.3099	1.3137
PP	1.3116	1.3116	1.3116	1.3105
S1	1.3047	1.3047	1.3079	1.3027
S2	1.3006	1.3006	1.3069
S3	1.2896	1.2937	1.3059
S4	1.2786	1.2827	1.3029

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3708	1.3593	1.3221
R3	1.3531	1.3416	1.3173
R2	1.3354	1.3354	1.3156
R1	1.3239	1.3239	1.3140	1.3208
PP	1.3177	1.3177	1.3177	1.3162
S1	1.3062	1.3062	1.3108	1.3031
S2	1.3000	1.3000	1.3092
S3	1.2823	1.2885	1.3075
S4	1.2646	1.2708	1.3027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3292	1.3074	0.0218	1.7%	0.0077	0.6%	7%	False	True	24
10	1.3450	1.3074	0.0376	2.9%	0.0071	0.5%	4%	False	True	22
20	1.3500	1.3023	0.0477	3.6%	0.0071	0.5%	14%	False	False	23
40	1.3500	1.2745	0.0755	5.8%	0.0053	0.4%	46%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3652
2.618	1.3472
1.618	1.3362
1.000	1.3294
0.618	1.3252
HIGH	1.3184
0.618	1.3142
0.500	1.3129
0.382	1.3116
LOW	1.3074
0.618	1.3006
1.000	1.2964
1.618	1.2896
2.618	1.2786
4.250	1.2607

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	1.3129	1.3183
PP	1.3116	1.3152
S1	1.3102	1.3120

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

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