CME Euro FX (E) Future September 2012

Trading Metrics calculated at close of trading on 26-Mar-2012

Day Change Summary
	Previous	Current
	23-Mar-2012	26-Mar-2012	Change	Change %	Previous Week
Open	1.3221	1.3291	0.0070	0.5%	1.3179
High	1.3302	1.3379	0.0077	0.6%	1.3302
Low	1.3203	1.3205	0.0002	0.0%	1.3157
Close	1.3277	1.3356	0.0079	0.6%	1.3277
Range	0.0099	0.0174	0.0075	75.8%	0.0145
ATR	0.0090	0.0096	0.0006	6.7%	0.0000
Volume	36	49	13	36.1%	706

Daily Pivots for day following 26-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3835	1.3770	1.3452
R3	1.3661	1.3596	1.3404
R2	1.3487	1.3487	1.3388
R1	1.3422	1.3422	1.3372	1.3455
PP	1.3313	1.3313	1.3313	1.3330
S1	1.3248	1.3248	1.3340	1.3281
S2	1.3139	1.3139	1.3324
S3	1.2965	1.3074	1.3308
S4	1.2791	1.2900	1.3260

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3680	1.3624	1.3357
R3	1.3535	1.3479	1.3317
R2	1.3390	1.3390	1.3304
R1	1.3334	1.3334	1.3290	1.3362
PP	1.3245	1.3245	1.3245	1.3260
S1	1.3189	1.3189	1.3264	1.3217
S2	1.3100	1.3100	1.3250
S3	1.2955	1.3044	1.3237
S4	1.2810	1.2899	1.3197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3379	1.3157	0.0222	1.7%	0.0098	0.7%	90%	True	False	88
10	1.3379	1.3032	0.0347	2.6%	0.0097	0.7%	93%	True	False	93
20	1.3493	1.3032	0.0461	3.5%	0.0082	0.6%	70%	False	False	59
40	1.3500	1.3023	0.0477	3.6%	0.0068	0.5%	70%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.4119
2.618	1.3835
1.618	1.3661
1.000	1.3553
0.618	1.3487
HIGH	1.3379
0.618	1.3313
0.500	1.3292
0.382	1.3271
LOW	1.3205
0.618	1.3097
1.000	1.3031
1.618	1.2923
2.618	1.2749
4.250	1.2466

Fisher Pivots for day following 26-Mar-2012
Pivot	1 day	3 day
R1	1.3335	1.3327
PP	1.3313	1.3297
S1	1.3292	1.3268

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

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