CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 19-Apr-2012

Day Change Summary
	Previous	Current
	18-Apr-2012	19-Apr-2012	Change	Change %	Previous Week
Open	1.3114	1.3180	0.0066	0.5%	1.3092
High	1.3153	1.3180	0.0027	0.2%	1.3225
Low	1.3114	1.3150	0.0036	0.3%	1.3092
Close	1.3153	1.3159	0.0006	0.0%	1.3108
Range	0.0039	0.0030	-0.0009	-23.1%	0.0133
ATR	0.0059	0.0057	-0.0002	-3.5%	0.0000
Volume	1	1	0	0.0%	13

Daily Pivots for day following 19-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3253	1.3236	1.3176
R3	1.3223	1.3206	1.3167
R2	1.3193	1.3193	1.3165
R1	1.3176	1.3176	1.3162	1.3170
PP	1.3163	1.3163	1.3163	1.3160
S1	1.3146	1.3146	1.3156	1.3140
S2	1.3133	1.3133	1.3154
S3	1.3103	1.3116	1.3151
S4	1.3073	1.3086	1.3143

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	1.3180	1.3108	0.0072	0.5%	0.0015	0.1%	71%	True	False	6
10	1.3225	1.3092	0.0133	1.0%	0.0017	0.1%	50%	False	False	4
20	1.3364	1.3075	0.0289	2.2%	0.0019	0.1%	29%	False	False	5
40	1.3491	1.3046	0.0445	3.4%	0.0020	0.2%	25%	False	False	5

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

Fibonacci Retracements and Extensions
4.250	1.3308
2.618	1.3259
1.618	1.3229
1.000	1.3210
0.618	1.3199
HIGH	1.3180
0.618	1.3169
0.500	1.3165
0.382	1.3161
LOW	1.3150
0.618	1.3131
1.000	1.3120
1.618	1.3101
2.618	1.3071
4.250	1.3023

Fisher Pivots for day following 19-Apr-2012
Pivot	1 day	3 day
R1	1.3165	1.3155
PP	1.3163	1.3151
S1	1.3161	1.3147

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

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