CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	1.2500	1.2591	0.0091	0.7%	1.2517
High	1.2551	1.2672	0.0121	1.0%	1.2647
Low	1.2500	1.2541	0.0041	0.3%	1.2495
Close	1.2551	1.2541	-0.0010	-0.1%	1.2551
Range	0.0051	0.0131	0.0080	156.9%	0.0152
ATR	0.0071	0.0076	0.0004	6.0%	0.0000
Volume	6	1	-5	-83.3%	21

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2978	1.2890	1.2613
R3	1.2847	1.2759	1.2577
R2	1.2716	1.2716	1.2565
R1	1.2628	1.2628	1.2553	1.2607
PP	1.2585	1.2585	1.2585	1.2574
S1	1.2497	1.2497	1.2529	1.2476
S2	1.2454	1.2454	1.2517
S3	1.2323	1.2366	1.2505
S4	1.2192	1.2235	1.2469

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3020	1.2938	1.2635
R3	1.2868	1.2786	1.2593
R2	1.2716	1.2716	1.2579
R1	1.2634	1.2634	1.2565	1.2675
PP	1.2564	1.2564	1.2564	1.2585
S1	1.2482	1.2482	1.2537	1.2523
S2	1.2412	1.2412	1.2523
S3	1.2260	1.2330	1.2509
S4	1.2108	1.2178	1.2467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2672	1.2495	0.0177	1.4%	0.0040	0.3%	26%	True	False	3
10	1.2672	1.2381	0.0291	2.3%	0.0047	0.4%	55%	True	False	2
20	1.2895	1.2381	0.0514	4.1%	0.0038	0.3%	31%	False	False	3

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	0.0005
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.3229
2.618	1.3015
1.618	1.2884
1.000	1.2803
0.618	1.2753
HIGH	1.2672
0.618	1.2622
0.500	1.2607
0.382	1.2591
LOW	1.2541
0.618	1.2460
1.000	1.2410
1.618	1.2329
2.618	1.2198
4.250	1.1984

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	1.2607	1.2586
PP	1.2585	1.2571
S1	1.2563	1.2556

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

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