CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 25-Apr-2012

Day Change Summary
	Previous	Current
	24-Apr-2012	25-Apr-2012	Change	Change %	Previous Week
Open	1.3175	1.3225	0.0050	0.4%	1.3162
High	1.3223	1.3254	0.0031	0.2%	1.3240
Low	1.3175	1.3225	0.0050	0.4%	1.3114
Close	1.3215	1.3254	0.0039	0.3%	1.3240
Range	0.0048	0.0029	-0.0019	-39.6%	0.0126
ATR	0.0059	0.0057	-0.0001	-2.4%	0.0000
Volume	4	18	14	350.0%	29

Daily Pivots for day following 25-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3331	1.3322	1.3270
R3	1.3302	1.3293	1.3262
R2	1.3273	1.3273	1.3259
R1	1.3264	1.3264	1.3257	1.3269
PP	1.3244	1.3244	1.3244	1.3247
S1	1.3235	1.3235	1.3251	1.3240
S2	1.3215	1.3215	1.3249
S3	1.3186	1.3206	1.3246
S4	1.3157	1.3177	1.3238

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	1.3254	1.3150	0.0104	0.8%	0.0023	0.2%	100%	True	False	7
10	1.3254	1.3108	0.0146	1.1%	0.0019	0.1%	100%	True	False	6
20	1.3355	1.3075	0.0280	2.1%	0.0016	0.1%	64%	False	False	6
40	1.3364	1.3046	0.0318	2.4%	0.0020	0.1%	65%	False	False	6

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3377
2.618	1.3330
1.618	1.3301
1.000	1.3283
0.618	1.3272
HIGH	1.3254
0.618	1.3243
0.500	1.3240
0.382	1.3236
LOW	1.3225
0.618	1.3207
1.000	1.3196
1.618	1.3178
2.618	1.3149
4.250	1.3102

Fisher Pivots for day following 25-Apr-2012
Pivot	1 day	3 day
R1	1.3249	1.3240
PP	1.3244	1.3226
S1	1.3240	1.3213

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

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