CME Euro FX (E) Future December 2012

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Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary Previous Current 29-Mar-2012 30-Mar-2012 Change Change % Previous Week Open 1.3290 1.3354 0.0064 0.5% 1.3280 High 1.3307 1.3355 0.0048 0.4% 1.3364 Low 1.3290 1.3354 0.0064 0.5% 1.3280 Close 1.3307 1.3355 0.0048 0.4% 1.3355 Range 0.0017 0.0001 -0.0016 -94.1% 0.0084 ATR 0.0062 0.0061 -0.0001 -1.6% 0.0000 Volume 4 9 5 125.0% 32
Daily Pivots for day following 30-Mar-2012 Classic Woodie Camarilla DeMark R4 1.3358 1.3357 1.3356 R3 1.3357 1.3356 1.3355 R2 1.3356 1.3356 1.3355 R1 1.3355 1.3355 1.3355 1.3356 PP 1.3355 1.3355 1.3355 1.3355 S1 1.3354 1.3354 1.3355 1.3355 S2 1.3354 1.3354 1.3355 S3 1.3353 1.3353 1.3355 S4 1.3352 1.3352 1.3354	Weekly Pivots for week ending 30-Mar-2012 Classic Woodie Camarilla DeMark R4 1.3585 1.3554 1.3401 R3 1.3501 1.3470 1.3378 R2 1.3417 1.3417 1.3370 R1 1.3386 1.3386 1.3363 1.3402 PP 1.3333 1.3333 1.3333 1.3341 S1 1.3302 1.3302 1.3347 1.3318 S2 1.3249 1.3249 1.3340 S3 1.3165 1.3218 1.3332 S4 1.3081 1.3134 1.3309
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3364 1.3280 0.0084 0.6% 0.0027 0.2% 89% False False 6 10 1.3364 1.3200 0.0164 1.2% 0.0025 0.2% 95% False False 4 20 1.3364 1.3046 0.0318 2.4% 0.0020 0.1% 97% False False 5 40 1.3491 1.3046 0.0445 3.3% 0.0021 0.2% 69% 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 True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0003 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.3359 2.618 1.3358 1.618 1.3357 1.000 1.3356 0.618 1.3356 HIGH 1.3355 0.618 1.3355 0.500 1.3355 0.382 1.3354 LOW 1.3354 0.618 1.3353 1.000 1.3353 1.618 1.3352 2.618 1.3351 4.250 1.3350
Fisher Pivots for day following 30-Mar-2012 Pivot 1 day 3 day R1 1.3355 1.3344 PP 1.3355 1.3333 S1 1.3355 1.3323

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