CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 21-Mar-2012

Day Change Summary
	Previous	Current
	20-Mar-2012	21-Mar-2012	Change	Change %	Previous Week
Open	1.3254	1.3280	0.0026	0.2%	1.3164
High	1.3260	1.3280	0.0020	0.2%	1.3194
Low	1.3210	1.3200	-0.0010	-0.1%	1.3032
Close	1.3245	1.3218	-0.0027	-0.2%	1.3188
Range	0.0050	0.0080	0.0030	60.0%	0.0162
ATR	0.0089	0.0089	-0.0001	-0.7%	0.0000
Volume	43	105	62	144.2%	209

Daily Pivots for day following 21-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3473	1.3425	1.3262
R3	1.3393	1.3345	1.3240
R2	1.3313	1.3313	1.3233
R1	1.3265	1.3265	1.3225	1.3249
PP	1.3233	1.3233	1.3233	1.3225
S1	1.3185	1.3185	1.3211	1.3169
S2	1.3153	1.3153	1.3203
S3	1.3073	1.3105	1.3196
S4	1.2993	1.3025	1.3174

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	1.3280	1.3054	0.0226	1.7%	0.0090	0.7%	73%	True	False	106
10	1.3292	1.3032	0.0260	2.0%	0.0089	0.7%	72%	False	False	71
20	1.3500	1.3032	0.0468	3.5%	0.0072	0.5%	40%	False	False	49
40	1.3500	1.2982	0.0518	3.9%	0.0064	0.5%	46%	False	False	29

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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3620
2.618	1.3489
1.618	1.3409
1.000	1.3360
0.618	1.3329
HIGH	1.3280
0.618	1.3249
0.500	1.3240
0.382	1.3231
LOW	1.3200
0.618	1.3151
1.000	1.3120
1.618	1.3071
2.618	1.2991
4.250	1.2860

Fisher Pivots for day following 21-Mar-2012
Pivot	1 day	3 day
R1	1.3240	1.3225
PP	1.3233	1.3223
S1	1.3225	1.3220

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

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