CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 24-Apr-2012

Day Change Summary
	Previous	Current
	23-Apr-2012	24-Apr-2012	Change	Change %	Previous Week
Open	1.3175	1.3175	0.0000	0.0%	1.3162
High	1.3175	1.3223	0.0048	0.4%	1.3240
Low	1.3171	1.3175	0.0004	0.0%	1.3114
Close	1.3171	1.3215	0.0044	0.3%	1.3240
Range	0.0004	0.0048	0.0044	1,100.0%	0.0126
ATR	0.0059	0.0059	-0.0001	-0.9%	0.0000
Volume	11	4	-7	-63.6%	29

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3348	1.3330	1.3241
R3	1.3300	1.3282	1.3228
R2	1.3252	1.3252	1.3224
R1	1.3234	1.3234	1.3219	1.3243
PP	1.3204	1.3204	1.3204	1.3209
S1	1.3186	1.3186	1.3211	1.3195
S2	1.3156	1.3156	1.3206
S3	1.3108	1.3138	1.3202
S4	1.3060	1.3090	1.3189

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3576	1.3534	1.3309
R3	1.3450	1.3408	1.3275
R2	1.3324	1.3324	1.3263
R1	1.3282	1.3282	1.3252	1.3303
PP	1.3198	1.3198	1.3198	1.3209
S1	1.3156	1.3156	1.3228	1.3177
S2	1.3072	1.3072	1.3217
S3	1.2946	1.3030	1.3205
S4	1.2820	1.2904	1.3171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3240	1.3114	0.0126	1.0%	0.0025	0.2%	80%	False	False	3
10	1.3240	1.3108	0.0132	1.0%	0.0016	0.1%	81%	False	False	5
20	1.3355	1.3075	0.0280	2.1%	0.0017	0.1%	50%	False	False	5
40	1.3452	1.3046	0.0406	3.1%	0.0021	0.2%	42%	False	False	6

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3427
2.618	1.3349
1.618	1.3301
1.000	1.3271
0.618	1.3253
HIGH	1.3223
0.618	1.3205
0.500	1.3199
0.382	1.3193
LOW	1.3175
0.618	1.3145
1.000	1.3127
1.618	1.3097
2.618	1.3049
4.250	1.2971

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	1.3210	1.3212
PP	1.3204	1.3209
S1	1.3199	1.3206

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

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