CME Euro FX (E) Future December 2012

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Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary Previous Current 06-Mar-2012 07-Mar-2012 Change Change % Previous Week Open 1.3227 1.3174 -0.0053 -0.4% 1.3429 High 1.3227 1.3174 -0.0053 -0.4% 1.3484 Low 1.3131 1.3174 0.0043 0.3% 1.3236 Close 1.3131 1.3174 0.0043 0.3% 1.3236 Range 0.0096 0.0000 -0.0096 -100.0% 0.0248 ATR 0.0066 0.0064 -0.0002 -2.5% 0.0000 Volume 1 1 0 0.0% 50
Daily Pivots for day following 07-Mar-2012 Classic Woodie Camarilla DeMark R4 1.3174 1.3174 1.3174 R3 1.3174 1.3174 1.3174 R2 1.3174 1.3174 1.3174 R1 1.3174 1.3174 1.3174 1.3174 PP 1.3174 1.3174 1.3174 1.3174 S1 1.3174 1.3174 1.3174 1.3174 S2 1.3174 1.3174 1.3174 S3 1.3174 1.3174 1.3174 S4 1.3174 1.3174 1.3174	Weekly Pivots for week ending 02-Mar-2012 Classic Woodie Camarilla DeMark R4 1.4063 1.3897 1.3372 R3 1.3815 1.3649 1.3304 R2 1.3567 1.3567 1.3281 R1 1.3401 1.3401 1.3259 1.3360 PP 1.3319 1.3319 1.3319 1.3298 S1 1.3153 1.3153 1.3213 1.3112 S2 1.3071 1.3071 1.3191 S3 1.2823 1.2905 1.3168 S4 1.2575 1.2657 1.3100
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3342 1.3131 0.0211 1.6% 0.0035 0.3% 20% False False 11 10 1.3491 1.3131 0.0360 2.7% 0.0036 0.3% 12% False False 6 20 1.3491 1.3091 0.0400 3.0% 0.0022 0.2% 21% False False 6
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True 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 1.3174 2.618 1.3174 1.618 1.3174 1.000 1.3174 0.618 1.3174 HIGH 1.3174 0.618 1.3174 0.500 1.3174 0.382 1.3174 LOW 1.3174 0.618 1.3174 1.000 1.3174 1.618 1.3174 2.618 1.3174 4.250 1.3174
Fisher Pivots for day following 07-Mar-2012 Pivot 1 day 3 day R1 1.3174 1.3194 PP 1.3174 1.3187 S1 1.3174 1.3181

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