CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	1.3081	1.3054	-0.0027	-0.2%	1.3210
High	1.3081	1.3140	0.0059	0.5%	1.3292
Low	1.3032	1.3054	0.0022	0.2%	1.3115
Close	1.3037	1.3111	0.0074	0.6%	1.3124
Range	0.0049	0.0086	0.0037	75.5%	0.0177
ATR	0.0087	0.0088	0.0001	1.3%	0.0000
Volume	96	12	-84	-87.5%	113

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3360	1.3321	1.3158
R3	1.3274	1.3235	1.3135
R2	1.3188	1.3188	1.3127
R1	1.3149	1.3149	1.3119	1.3169
PP	1.3102	1.3102	1.3102	1.3111
S1	1.3063	1.3063	1.3103	1.3083
S2	1.3016	1.3016	1.3095
S3	1.2930	1.2977	1.3087
S4	1.2844	1.2891	1.3064

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%	0.0084	0.6%	30%	False	False	31
10	1.3292	1.3032	0.0260	2.0%	0.0071	0.5%	30%	False	False	27
20	1.3500	1.3023	0.0477	3.6%	0.0068	0.5%	18%	False	False	28
40	1.3500	1.2945	0.0555	4.2%	0.0055	0.4%	30%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3506
2.618	1.3365
1.618	1.3279
1.000	1.3226
0.618	1.3193
HIGH	1.3140
0.618	1.3107
0.500	1.3097
0.382	1.3087
LOW	1.3054
0.618	1.3001
1.000	1.2968
1.618	1.2915
2.618	1.2829
4.250	1.2689

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	1.3106	1.3110
PP	1.3102	1.3109
S1	1.3097	1.3108

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

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