CME Euro FX (E) Future March 2012

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Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary Previous Current 08-Jun-2011 09-Jun-2011 Change Change % Previous Week Open 1.4473 1.4381 -0.0092 -0.6% 1.4258 High 1.4553 1.4381 -0.0172 -1.2% 1.4493 Low 1.4473 1.4381 -0.0092 -0.6% 1.4246 Close 1.4444 1.4381 -0.0063 -0.4% 1.4493 Range 0.0080 0.0000 -0.0080 -100.0% 0.0247 ATR 0.0088 0.0086 -0.0002 -2.0% 0.0000 Volume 2 2 0 0.0% 8
Daily Pivots for day following 09-Jun-2011 Classic Woodie Camarilla DeMark R4 1.4381 1.4381 1.4381 R3 1.4381 1.4381 1.4381 R2 1.4381 1.4381 1.4381 R1 1.4381 1.4381 1.4381 1.4381 PP 1.4381 1.4381 1.4381 1.4381 S1 1.4381 1.4381 1.4381 1.4381 S2 1.4381 1.4381 1.4381 S3 1.4381 1.4381 1.4381 S4 1.4381 1.4381 1.4381	Weekly Pivots for week ending 03-Jun-2011 Classic Woodie Camarilla DeMark R4 1.5152 1.5069 1.4629 R3 1.4905 1.4822 1.4561 R2 1.4658 1.4658 1.4538 R1 1.4575 1.4575 1.4516 1.4617 PP 1.4411 1.4411 1.4411 1.4431 S1 1.4328 1.4328 1.4470 1.4370 S2 1.4164 1.4164 1.4448 S3 1.3917 1.4081 1.4425 S4 1.3670 1.3834 1.4357
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4556 1.4381 0.0175 1.2% 0.0016 0.1% 0% False True 2 10 1.4556 1.4020 0.0536 3.7% 0.0008 0.1% 67% False False 2 20 1.4556 1.3926 0.0630 4.4% 0.0007 0.1% 72% False False 2
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.4381 2.618 1.4381 1.618 1.4381 1.000 1.4381 0.618 1.4381 HIGH 1.4381 0.618 1.4381 0.500 1.4381 0.382 1.4381 LOW 1.4381 0.618 1.4381 1.000 1.4381 1.618 1.4381 2.618 1.4381 4.250 1.4381
Fisher Pivots for day following 09-Jun-2011 Pivot 1 day 3 day R1 1.4381 1.4469 PP 1.4381 1.4439 S1 1.4381 1.4410

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