CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 12-Apr-2012

Day Change Summary
	Previous	Current
	11-Apr-2012	12-Apr-2012	Change	Change %	Previous Week
Open	1.3128	1.3212	0.0084	0.6%	1.3352
High	1.3128	1.3225	0.0097	0.7%	1.3355
Low	1.3128	1.3200	0.0072	0.5%	1.3075
Close	1.3128	1.3222	0.0094	0.7%	1.3110
Range	0.0000	0.0025	0.0025		0.0280
ATR	0.0057	0.0060	0.0003	5.0%	0.0000
Volume	2	2	0	0.0%	38

Daily Pivots for day following 12-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3291	1.3281	1.3236
R3	1.3266	1.3256	1.3229
R2	1.3241	1.3241	1.3227
R1	1.3231	1.3231	1.3224	1.3236
PP	1.3216	1.3216	1.3216	1.3218
S1	1.3206	1.3206	1.3220	1.3211
S2	1.3191	1.3191	1.3217
S3	1.3166	1.3181	1.3215
S4	1.3141	1.3156	1.3208

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	1.3225	1.3092	0.0133	1.0%	0.0019	0.1%	98%	True	False	2
10	1.3355	1.3075	0.0280	2.1%	0.0015	0.1%	53%	False	False	5
20	1.3364	1.3075	0.0289	2.2%	0.0021	0.2%	51%	False	False	5
40	1.3491	1.3046	0.0445	3.4%	0.0023	0.2%	40%	False	False	5

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	1.3331
2.618	1.3290
1.618	1.3265
1.000	1.3250
0.618	1.3240
HIGH	1.3225
0.618	1.3215
0.500	1.3213
0.382	1.3210
LOW	1.3200
0.618	1.3185
1.000	1.3175
1.618	1.3160
2.618	1.3135
4.250	1.3094

Fisher Pivots for day following 12-Apr-2012
Pivot	1 day	3 day
R1	1.3219	1.3203
PP	1.3216	1.3185
S1	1.3213	1.3166

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

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