CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 10-Apr-2012

Day Change Summary
	Previous	Current
	09-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	1.3092	1.3109	0.0017	0.1%	1.3352
High	1.3148	1.3109	-0.0039	-0.3%	1.3355
Low	1.3092	1.3107	0.0015	0.1%	1.3075
Close	1.3148	1.3107	-0.0041	-0.3%	1.3110
Range	0.0056	0.0002	-0.0054	-96.4%	0.0280
ATR	0.0061	0.0060	-0.0001	-2.4%	0.0000
Volume	4	2	-2	-50.0%	38

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3114	1.3112	1.3108
R3	1.3112	1.3110	1.3108
R2	1.3110	1.3110	1.3107
R1	1.3108	1.3108	1.3107	1.3108
PP	1.3108	1.3108	1.3108	1.3108
S1	1.3106	1.3106	1.3107	1.3106
S2	1.3106	1.3106	1.3107
S3	1.3104	1.3104	1.3106
S4	1.3102	1.3102	1.3106

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.4020	1.3845	1.3264
R3	1.3740	1.3565	1.3187
R2	1.3460	1.3460	1.3161
R1	1.3285	1.3285	1.3136	1.3233
PP	1.3180	1.3180	1.3180	1.3154
S1	1.3005	1.3005	1.3084	1.2953
S2	1.2900	1.2900	1.3059
S3	1.2620	1.2725	1.3033
S4	1.2340	1.2445	1.2956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3175	1.3075	0.0100	0.8%	0.0024	0.2%	32%	False	False	4
10	1.3355	1.3075	0.0280	2.1%	0.0017	0.1%	11%	False	False	6
20	1.3364	1.3046	0.0318	2.4%	0.0020	0.2%	19%	False	False	6
40	1.3491	1.3046	0.0445	3.4%	0.0022	0.2%	14%	False	False	5

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3118
2.618	1.3114
1.618	1.3112
1.000	1.3111
0.618	1.3110
HIGH	1.3109
0.618	1.3108
0.500	1.3108
0.382	1.3108
LOW	1.3107
0.618	1.3106
1.000	1.3105
1.618	1.3104
2.618	1.3102
4.250	1.3099

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	1.3108	1.3120
PP	1.3108	1.3116
S1	1.3107	1.3111

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

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