CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 18-Apr-2012

Day Change Summary
	Previous	Current
	17-Apr-2012	18-Apr-2012	Change	Change %	Previous Week
Open	1.3160	1.3114	-0.0046	-0.3%	1.3092
High	1.3167	1.3153	-0.0014	-0.1%	1.3225
Low	1.3160	1.3114	-0.0046	-0.3%	1.3092
Close	1.3167	1.3153	-0.0014	-0.1%	1.3108
Range	0.0007	0.0039	0.0032	457.1%	0.0133
ATR	0.0059	0.0059	0.0000	-0.7%	0.0000
Volume	10	1	-9	-90.0%	13

Daily Pivots for day following 18-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3257	1.3244	1.3174
R3	1.3218	1.3205	1.3164
R2	1.3179	1.3179	1.3160
R1	1.3166	1.3166	1.3157	1.3173
PP	1.3140	1.3140	1.3140	1.3143
S1	1.3127	1.3127	1.3149	1.3134
S2	1.3101	1.3101	1.3146
S3	1.3062	1.3088	1.3142
S4	1.3023	1.3049	1.3132

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3541	1.3457	1.3181
R3	1.3408	1.3324	1.3145
R2	1.3275	1.3275	1.3132
R1	1.3191	1.3191	1.3120	1.3233
PP	1.3142	1.3142	1.3142	1.3163
S1	1.3058	1.3058	1.3096	1.3100
S2	1.3009	1.3009	1.3084
S3	1.2876	1.2925	1.3071
S4	1.2743	1.2792	1.3035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3225	1.3108	0.0117	0.9%	0.0014	0.1%	38%	False	False	6
10	1.3225	1.3075	0.0150	1.1%	0.0016	0.1%	52%	False	False	4
20	1.3364	1.3075	0.0289	2.2%	0.0017	0.1%	27%	False	False	5
40	1.3491	1.3046	0.0445	3.4%	0.0021	0.2%	24%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3319
2.618	1.3255
1.618	1.3216
1.000	1.3192
0.618	1.3177
HIGH	1.3153
0.618	1.3138
0.500	1.3134
0.382	1.3129
LOW	1.3114
0.618	1.3090
1.000	1.3075
1.618	1.3051
2.618	1.3012
4.250	1.2948

Fisher Pivots for day following 18-Apr-2012
Pivot	1 day	3 day
R1	1.3147	1.3149
PP	1.3140	1.3145
S1	1.3134	1.3141

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

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