CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	1.3179	1.3254	0.0075	0.6%	1.3164
High	1.3275	1.3260	-0.0015	-0.1%	1.3194
Low	1.3170	1.3210	0.0040	0.3%	1.3032
Close	1.3254	1.3245	-0.0009	-0.1%	1.3188
Range	0.0105	0.0050	-0.0055	-52.4%	0.0162
ATR	0.0092	0.0089	-0.0003	-3.3%	0.0000
Volume	313	43	-270	-86.3%	209

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3388	1.3367	1.3273
R3	1.3338	1.3317	1.3259
R2	1.3288	1.3288	1.3254
R1	1.3267	1.3267	1.3250	1.3253
PP	1.3238	1.3238	1.3238	1.3231
S1	1.3217	1.3217	1.3240	1.3203
S2	1.3188	1.3188	1.3236
S3	1.3138	1.3167	1.3231
S4	1.3088	1.3117	1.3218

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%	0.0084	0.6%	88%	False	False	104
10	1.3292	1.3032	0.0260	2.0%	0.0081	0.6%	82%	False	False	64
20	1.3500	1.3032	0.0468	3.5%	0.0069	0.5%	46%	False	False	45
40	1.3500	1.2982	0.0518	3.9%	0.0062	0.5%	51%	False	False	27

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3473
2.618	1.3391
1.618	1.3341
1.000	1.3310
0.618	1.3291
HIGH	1.3260
0.618	1.3241
0.500	1.3235
0.382	1.3229
LOW	1.3210
0.618	1.3179
1.000	1.3160
1.618	1.3129
2.618	1.3079
4.250	1.2998

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	1.3242	1.3220
PP	1.3238	1.3194
S1	1.3235	1.3169

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

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