CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	1.3119	1.3191	0.0072	0.5%	1.3176
High	1.3119	1.3196	0.0077	0.6%	1.3196
Low	1.3119	1.3171	0.0052	0.4%	1.3046
Close	1.3119	1.3196	0.0077	0.6%	1.3196
Range	0.0000	0.0025	0.0025		0.0150
ATR	0.0072	0.0073	0.0000	0.5%	0.0000
Volume	10	10	0	0.0%	42

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3263	1.3254	1.3210
R3	1.3238	1.3229	1.3203
R2	1.3213	1.3213	1.3201
R1	1.3204	1.3204	1.3198	1.3209
PP	1.3188	1.3188	1.3188	1.3190
S1	1.3179	1.3179	1.3194	1.3184
S2	1.3163	1.3163	1.3191
S3	1.3138	1.3154	1.3189
S4	1.3113	1.3129	1.3182

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3596	1.3546	1.3279
R3	1.3446	1.3396	1.3237
R2	1.3296	1.3296	1.3224
R1	1.3246	1.3246	1.3210	1.3271
PP	1.3146	1.3146	1.3146	1.3159
S1	1.3096	1.3096	1.3182	1.3121
S2	1.2996	1.2996	1.3169
S3	1.2846	1.2946	1.3155
S4	1.2696	1.2796	1.3114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3196	1.3046	0.0150	1.1%	0.0011	0.1%	100%	True	False	8
10	1.3298	1.3046	0.0252	1.9%	0.0015	0.1%	60%	False	False	5
20	1.3491	1.3046	0.0445	3.4%	0.0025	0.2%	34%	False	False	6

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3302
2.618	1.3261
1.618	1.3236
1.000	1.3221
0.618	1.3211
HIGH	1.3196
0.618	1.3186
0.500	1.3184
0.382	1.3181
LOW	1.3171
0.618	1.3156
1.000	1.3146
1.618	1.3131
2.618	1.3106
4.250	1.3065

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	1.3192	1.3171
PP	1.3188	1.3146
S1	1.3184	1.3121

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

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