CME Euro FX (E) Future December 2012

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Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary Previous Current 19-Mar-2012 20-Mar-2012 Change Change % Previous Week Open 1.3240 1.3254 0.0014 0.1% 1.3176 High 1.3263 1.3254 -0.0009 -0.1% 1.3196 Low 1.3240 1.3254 0.0014 0.1% 1.3046 Close 1.3263 1.3254 -0.0009 -0.1% 1.3196 Range 0.0023 0.0000 -0.0023 -100.0% 0.0150 ATR 0.0072 0.0068 -0.0005 -6.3% 0.0000 Volume 5 1 -4 -80.0% 42
Daily Pivots for day following 20-Mar-2012 Classic Woodie Camarilla DeMark R4 1.3254 1.3254 1.3254 R3 1.3254 1.3254 1.3254 R2 1.3254 1.3254 1.3254 R1 1.3254 1.3254 1.3254 1.3254 PP 1.3254 1.3254 1.3254 1.3254 S1 1.3254 1.3254 1.3254 1.3254 S2 1.3254 1.3254 1.3254 S3 1.3254 1.3254 1.3254 S4 1.3254 1.3254 1.3254	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 1.3263 1.3046 0.0217 1.6% 0.0010 0.1% 96% False False 7 10 1.3298 1.3046 0.0252 1.9% 0.0008 0.1% 83% False False 5 20 1.3491 1.3046 0.0445 3.4% 0.0022 0.2% 47% 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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.3254 2.618 1.3254 1.618 1.3254 1.000 1.3254 0.618 1.3254 HIGH 1.3254 0.618 1.3254 0.500 1.3254 0.382 1.3254 LOW 1.3254 0.618 1.3254 1.000 1.3254 1.618 1.3254 2.618 1.3254 4.250 1.3254
Fisher Pivots for day following 20-Mar-2012 Pivot 1 day 3 day R1 1.3254 1.3242 PP 1.3254 1.3229 S1 1.3254 1.3217

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