CME Euro FX (E) Future March 2011

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Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary Previous Current 24-Aug-2010 25-Aug-2010 Change Change % Previous Week Open 1.2695 1.2650 -0.0045 -0.4% 1.2837 High 1.2695 1.2650 -0.0045 -0.4% 1.2862 Low 1.2695 1.2650 -0.0045 -0.4% 1.2685 Close 1.2665 1.2650 -0.0015 -0.1% 1.2701 Range ATR 0.0064 0.0060 -0.0003 -5.5% 0.0000 Volume 1 1 0 0.0% 90
Daily Pivots for day following 25-Aug-2010 Classic Woodie Camarilla DeMark R4 1.2650 1.2650 1.2650 R3 1.2650 1.2650 1.2650 R2 1.2650 1.2650 1.2650 R1 1.2650 1.2650 1.2650 1.2650 PP 1.2650 1.2650 1.2650 1.2650 S1 1.2650 1.2650 1.2650 1.2650 S2 1.2650 1.2650 1.2650 S3 1.2650 1.2650 1.2650 S4 1.2650 1.2650 1.2650	Weekly Pivots for week ending 20-Aug-2010 Classic Woodie Camarilla DeMark R4 1.3280 1.3168 1.2798 R3 1.3103 1.2991 1.2750 R2 1.2926 1.2926 1.2733 R1 1.2814 1.2814 1.2717 1.2782 PP 1.2749 1.2749 1.2749 1.2733 S1 1.2637 1.2637 1.2685 1.2605 S2 1.2572 1.2572 1.2669 S3 1.2395 1.2460 1.2652 S4 1.2218 1.2283 1.2604
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2811 1.2642 0.0169 1.3% 0.0002 0.0% 5% False False 18 10 1.2862 1.2642 0.0220 1.7% 0.0001 0.0% 4% False False 16 20 1.3285 1.2642 0.0643 5.1% 0.0011 0.1% 1% False False 9
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.2650 2.618 1.2650 1.618 1.2650 1.000 1.2650 0.618 1.2650 HIGH 1.2650 0.618 1.2650 0.500 1.2650 0.382 1.2650 LOW 1.2650 0.618 1.2650 1.000 1.2650 1.618 1.2650 2.618 1.2650 4.250 1.2650
Fisher Pivots for day following 25-Aug-2010 Pivot 1 day 3 day R1 1.2650 1.2669 PP 1.2650 1.2662 S1 1.2650 1.2656

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