CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	1.3184	1.3081	-0.0103	-0.8%	1.3210
High	1.3184	1.3081	-0.0103	-0.8%	1.3292
Low	1.3074	1.3032	-0.0042	-0.3%	1.3115
Close	1.3089	1.3037	-0.0052	-0.4%	1.3124
Range	0.0110	0.0049	-0.0061	-55.5%	0.0177
ATR	0.0090	0.0087	-0.0002	-2.6%	0.0000
Volume	15	96	81	540.0%	113

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3197	1.3166	1.3064
R3	1.3148	1.3117	1.3050
R2	1.3099	1.3099	1.3046
R1	1.3068	1.3068	1.3041	1.3059
PP	1.3050	1.3050	1.3050	1.3046
S1	1.3019	1.3019	1.3033	1.3010
S2	1.3001	1.3001	1.3028
S3	1.2952	1.2970	1.3024
S4	1.2903	1.2921	1.3010

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	1.3032	0.0260	2.0%	0.0087	0.7%	2%	False	True	36
10	1.3354	1.3032	0.0322	2.5%	0.0066	0.5%	2%	False	True	31
20	1.3500	1.3023	0.0477	3.7%	0.0070	0.5%	3%	False	False	28
40	1.3500	1.2813	0.0687	5.3%	0.0054	0.4%	33%	False	False	17

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3289
2.618	1.3209
1.618	1.3160
1.000	1.3130
0.618	1.3111
HIGH	1.3081
0.618	1.3062
0.500	1.3057
0.382	1.3051
LOW	1.3032
0.618	1.3002
1.000	1.2983
1.618	1.2953
2.618	1.2904
4.250	1.2824

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	1.3057	1.3108
PP	1.3050	1.3084
S1	1.3044	1.3061

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

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