CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 22-Mar-2012

Day Change Summary
	Previous	Current
	21-Mar-2012	22-Mar-2012	Change	Change %	Previous Week
Open	1.3280	1.3246	-0.0034	-0.3%	1.3164
High	1.3280	1.3246	-0.0034	-0.3%	1.3194
Low	1.3200	1.3157	-0.0043	-0.3%	1.3032
Close	1.3218	1.3196	-0.0022	-0.2%	1.3188
Range	0.0080	0.0089	0.0009	11.3%	0.0162
ATR	0.0089	0.0089	0.0000	0.0%	0.0000
Volume	105	209	104	99.0%	209

Daily Pivots for day following 22-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3467	1.3420	1.3245
R3	1.3378	1.3331	1.3220
R2	1.3289	1.3289	1.3212
R1	1.3242	1.3242	1.3204	1.3221
PP	1.3200	1.3200	1.3200	1.3189
S1	1.3153	1.3153	1.3188	1.3132
S2	1.3111	1.3111	1.3180
S3	1.3022	1.3064	1.3172
S4	1.2933	1.2975	1.3147

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	1.3063	0.0217	1.6%	0.0091	0.7%	61%	False	False	145
10	1.3292	1.3032	0.0260	2.0%	0.0088	0.7%	63%	False	False	88
20	1.3500	1.3032	0.0468	3.5%	0.0074	0.6%	35%	False	False	60
40	1.3500	1.3023	0.0477	3.6%	0.0063	0.5%	36%	False	False	34

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3624
2.618	1.3479
1.618	1.3390
1.000	1.3335
0.618	1.3301
HIGH	1.3246
0.618	1.3212
0.500	1.3202
0.382	1.3191
LOW	1.3157
0.618	1.3102
1.000	1.3068
1.618	1.3013
2.618	1.2924
4.250	1.2779

Fisher Pivots for day following 22-Mar-2012
Pivot	1 day	3 day
R1	1.3202	1.3219
PP	1.3200	1.3211
S1	1.3198	1.3204

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

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