CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 05-Nov-2010

Day Change Summary
	Previous	Current
	04-Nov-2010	05-Nov-2010	Change	Change %	Previous Week
Open	1.4180	1.4088	-0.0092	-0.6%	1.3850
High	1.4180	1.4088	-0.0092	-0.6%	1.4180
Low	1.4160	1.3984	-0.0176	-1.2%	1.3850
Close	1.4157	1.3996	-0.0161	-1.1%	1.3996
Range	0.0020	0.0104	0.0084	420.0%	0.0330
ATR	0.0084	0.0090	0.0006	7.6%	0.0000
Volume	3	25	22	733.3%	37

Daily Pivots for day following 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4335	1.4269	1.4053
R3	1.4231	1.4165	1.4025
R2	1.4127	1.4127	1.4015
R1	1.4061	1.4061	1.4006	1.4042
PP	1.4023	1.4023	1.4023	1.4013
S1	1.3957	1.3957	1.3986	1.3938
S2	1.3919	1.3919	1.3977
S3	1.3815	1.3853	1.3967
S4	1.3711	1.3749	1.3939

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4999	1.4827	1.4178
R3	1.4669	1.4497	1.4087
R2	1.4339	1.4339	1.4057
R1	1.4167	1.4167	1.4026	1.4253
PP	1.4009	1.4009	1.4009	1.4052
S1	1.3837	1.3837	1.3966	1.3923
S2	1.3679	1.3679	1.3936
S3	1.3349	1.3507	1.3905
S4	1.3019	1.3177	1.3815

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4180	1.3850	0.0330	2.4%	0.0026	0.2%	44%	False	False	7
10	1.4180	1.3709	0.0471	3.4%	0.0013	0.1%	61%	False	False	4
20	1.4180	1.3694	0.0486	3.5%	0.0007	0.1%	62%	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	0.0000
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.4530
2.618	1.4360
1.618	1.4256
1.000	1.4192
0.618	1.4152
HIGH	1.4088
0.618	1.4048
0.500	1.4036
0.382	1.4024
LOW	1.3984
0.618	1.3920
1.000	1.3880
1.618	1.3816
2.618	1.3712
4.250	1.3542

Fisher Pivots for day following 05-Nov-2010
Pivot	1 day	3 day
R1	1.4036	1.4082
PP	1.4023	1.4053
S1	1.4009	1.4025

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

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