CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	1.3432	1.3321	-0.0111	-0.8%	1.3182
High	1.3452	1.3342	-0.0110	-0.8%	1.3491
Low	1.3364	1.3321	-0.0043	-0.3%	1.3182
Close	1.3364	1.3342	-0.0022	-0.2%	1.3491
Range	0.0088	0.0021	-0.0067	-76.1%	0.0309
ATR	0.0063	0.0061	-0.0001	-2.2%	0.0000
Volume	1	40	39	3,900.0%	11

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3398	1.3391	1.3354
R3	1.3377	1.3370	1.3348
R2	1.3356	1.3356	1.3346
R1	1.3349	1.3349	1.3344	1.3353
PP	1.3335	1.3335	1.3335	1.3337
S1	1.3328	1.3328	1.3340	1.3332
S2	1.3314	1.3314	1.3338
S3	1.3293	1.3307	1.3336
S4	1.3272	1.3286	1.3330

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.4315	1.4212	1.3661
R3	1.4006	1.3903	1.3576
R2	1.3697	1.3697	1.3548
R1	1.3594	1.3594	1.3519	1.3646
PP	1.3388	1.3388	1.3388	1.3414
S1	1.3285	1.3285	1.3463	1.3337
S2	1.3079	1.3079	1.3434
S3	1.2770	1.2976	1.3406
S4	1.2461	1.2667	1.3321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3491	1.3321	0.0170	1.3%	0.0022	0.2%	12%	False	True	8
10	1.3491	1.3169	0.0322	2.4%	0.0029	0.2%	54%	False	False	6
20	1.3491	1.3091	0.0400	3.0%	0.0019	0.1%	63%	False	False	6

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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3431
2.618	1.3397
1.618	1.3376
1.000	1.3363
0.618	1.3355
HIGH	1.3342
0.618	1.3334
0.500	1.3332
0.382	1.3329
LOW	1.3321
0.618	1.3308
1.000	1.3300
1.618	1.3287
2.618	1.3266
4.250	1.3232

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	1.3339	1.3403
PP	1.3335	1.3382
S1	1.3332	1.3362

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

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