CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	1.3895	1.3834	-0.0061	-0.4%	1.3850
High	1.3895	1.3834	-0.0061	-0.4%	1.4180
Low	1.3895	1.3772	-0.0123	-0.9%	1.3850
Close	1.3878	1.3788	-0.0090	-0.6%	1.3996
Range	0.0000	0.0062	0.0062		0.0330
ATR	0.0091	0.0092	0.0001	1.2%	0.0000
Volume	25	1	-24	-96.0%	37

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3984	1.3948	1.3822
R3	1.3922	1.3886	1.3805
R2	1.3860	1.3860	1.3799
R1	1.3824	1.3824	1.3794	1.3811
PP	1.3798	1.3798	1.3798	1.3792
S1	1.3762	1.3762	1.3782	1.3749
S2	1.3736	1.3736	1.3777
S3	1.3674	1.3700	1.3771
S4	1.3612	1.3638	1.3754

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	1.3772	0.0408	3.0%	0.0037	0.3%	4%	False	True	11
10	1.4180	1.3709	0.0471	3.4%	0.0019	0.1%	17%	False	False	6
20	1.4180	1.3694	0.0486	3.5%	0.0010	0.1%	19%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4098
2.618	1.3996
1.618	1.3934
1.000	1.3896
0.618	1.3872
HIGH	1.3834
0.618	1.3810
0.500	1.3803
0.382	1.3796
LOW	1.3772
0.618	1.3734
1.000	1.3710
1.618	1.3672
2.618	1.3610
4.250	1.3509

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	1.3803	1.3930
PP	1.3798	1.3883
S1	1.3793	1.3835

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

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