CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	1.3111	1.3179	0.0068	0.5%	1.3164
High	1.3194	1.3275	0.0081	0.6%	1.3194
Low	1.3063	1.3170	0.0107	0.8%	1.3032
Close	1.3188	1.3254	0.0066	0.5%	1.3188
Range	0.0131	0.0105	-0.0026	-19.8%	0.0162
ATR	0.0091	0.0092	0.0001	1.1%	0.0000
Volume	58	313	255	439.7%	209

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3548	1.3506	1.3312
R3	1.3443	1.3401	1.3283
R2	1.3338	1.3338	1.3273
R1	1.3296	1.3296	1.3264	1.3317
PP	1.3233	1.3233	1.3233	1.3244
S1	1.3191	1.3191	1.3244	1.3212
S2	1.3128	1.3128	1.3235
S3	1.3023	1.3086	1.3225
S4	1.2918	1.2981	1.3196

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3624	1.3568	1.3277
R3	1.3462	1.3406	1.3233
R2	1.3300	1.3300	1.3218
R1	1.3244	1.3244	1.3203	1.3272
PP	1.3138	1.3138	1.3138	1.3152
S1	1.3082	1.3082	1.3173	1.3110
S2	1.2976	1.2976	1.3158
S3	1.2814	1.2920	1.3143
S4	1.2652	1.2758	1.3099

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3275	1.3032	0.0243	1.8%	0.0096	0.7%	91%	True	False	98
10	1.3292	1.3032	0.0260	2.0%	0.0084	0.6%	85%	False	False	61
20	1.3500	1.3032	0.0468	3.5%	0.0070	0.5%	47%	False	False	43
40	1.3500	1.2982	0.0518	3.9%	0.0061	0.5%	53%	False	False	26

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3721
2.618	1.3550
1.618	1.3445
1.000	1.3380
0.618	1.3340
HIGH	1.3275
0.618	1.3235
0.500	1.3223
0.382	1.3210
LOW	1.3170
0.618	1.3105
1.000	1.3065
1.618	1.3000
2.618	1.2895
4.250	1.2724

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	1.3244	1.3224
PP	1.3233	1.3194
S1	1.3223	1.3165

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

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