CME Euro FX (E) Future June 2011

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Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary Previous Current 01-Nov-2010 02-Nov-2010 Change Change % Previous Week Open 1.3850 1.3987 0.0137 1.0% 1.3927 High 1.3854 1.3987 0.0133 1.0% 1.3927 Low 1.3850 1.3987 0.0137 1.0% 1.3709 Close 1.3840 1.3987 0.0147 1.1% 1.3845 Range 0.0004 0.0000 -0.0004 -100.0% 0.0218 ATR 0.0077 0.0082 0.0005 6.6% 0.0000 Volume 1 5 4 400.0% 6
Daily Pivots for day following 02-Nov-2010 Classic Woodie Camarilla DeMark R4 1.3987 1.3987 1.3987 R3 1.3987 1.3987 1.3987 R2 1.3987 1.3987 1.3987 R1 1.3987 1.3987 1.3987 1.3987 PP 1.3987 1.3987 1.3987 1.3987 S1 1.3987 1.3987 1.3987 1.3987 S2 1.3987 1.3987 1.3987 S3 1.3987 1.3987 1.3987 S4 1.3987 1.3987 1.3987	Weekly Pivots for week ending 29-Oct-2010 Classic Woodie Camarilla DeMark R4 1.4481 1.4381 1.3965 R3 1.4263 1.4163 1.3905 R2 1.4045 1.4045 1.3885 R1 1.3945 1.3945 1.3865 1.3886 PP 1.3827 1.3827 1.3827 1.3798 S1 1.3727 1.3727 1.3825 1.3668 S2 1.3609 1.3609 1.3805 S3 1.3391 1.3509 1.3785 S4 1.3173 1.3291 1.3725
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3987 1.3709 0.0278 2.0% 0.0001 0.0% 100% True False 1 10 1.3987 1.3709 0.0278 2.0% 0.0000 0.0% 100% True False 2 20 1.4020 1.3694 0.0326 2.3% 0.0007 0.1% 90% False False 4
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 1.3987 2.618 1.3987 1.618 1.3987 1.000 1.3987 0.618 1.3987 HIGH 1.3987 0.618 1.3987 0.500 1.3987 0.382 1.3987 LOW 1.3987 0.618 1.3987 1.000 1.3987 1.618 1.3987 2.618 1.3987 4.250 1.3987
Fisher Pivots for day following 02-Nov-2010 Pivot 1 day 3 day R1 1.3987 1.3963 PP 1.3987 1.3940 S1 1.3987 1.3916

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