CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 23-Mar-2012

Day Change Summary
	Previous	Current
	22-Mar-2012	23-Mar-2012	Change	Change %	Previous Week
Open	1.3200	1.3300	0.0100	0.8%	1.3240
High	1.3205	1.3300	0.0095	0.7%	1.3300
Low	1.3200	1.3285	0.0085	0.6%	1.3200
Close	1.3205	1.3285	0.0080	0.6%	1.3285
Range	0.0005	0.0015	0.0010	200.0%	0.0100
ATR	0.0065	0.0067	0.0002	3.3%	0.0000
Volume	2	8	6	300.0%	17

Daily Pivots for day following 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3335	1.3325	1.3293
R3	1.3320	1.3310	1.3289
R2	1.3305	1.3305	1.3288
R1	1.3295	1.3295	1.3286	1.3293
PP	1.3290	1.3290	1.3290	1.3289
S1	1.3280	1.3280	1.3284	1.3278
S2	1.3275	1.3275	1.3282
S3	1.3260	1.3265	1.3281
S4	1.3245	1.3250	1.3277

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3562	1.3523	1.3340
R3	1.3462	1.3423	1.3313
R2	1.3362	1.3362	1.3303
R1	1.3323	1.3323	1.3294	1.3343
PP	1.3262	1.3262	1.3262	1.3271
S1	1.3223	1.3223	1.3276	1.3243
S2	1.3162	1.3162	1.3267
S3	1.3062	1.3123	1.3258
S4	1.2962	1.3023	1.3230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3300	1.3200	0.0100	0.8%	0.0023	0.2%	85%	True	False	3
10	1.3300	1.3046	0.0254	1.9%	0.0017	0.1%	94%	True	False	5
20	1.3484	1.3046	0.0438	3.3%	0.0022	0.2%	55%	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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3364
2.618	1.3339
1.618	1.3324
1.000	1.3315
0.618	1.3309
HIGH	1.3300
0.618	1.3294
0.500	1.3293
0.382	1.3291
LOW	1.3285
0.618	1.3276
1.000	1.3270
1.618	1.3261
2.618	1.3246
4.250	1.3221

Fisher Pivots for day following 23-Mar-2012
Pivot	1 day	3 day
R1	1.3293	1.3273
PP	1.3290	1.3262
S1	1.3288	1.3250

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

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