CME Euro FX (E) Future June 2011

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Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary Previous Current 10-Nov-2010 11-Nov-2010 Change Change % Previous Week Open 1.3680 1.3614 -0.0066 -0.5% 1.3850 High 1.3680 1.3614 -0.0066 -0.5% 1.4180 Low 1.3654 1.3614 -0.0040 -0.3% 1.3850 Close 1.3735 1.3614 -0.0121 -0.9% 1.3996 Range 0.0026 0.0000 -0.0026 -100.0% 0.0330 ATR 0.0095 0.0097 0.0002 1.9% 0.0000 Volume 3 3 0 0.0% 37
Daily Pivots for day following 11-Nov-2010 Classic Woodie Camarilla DeMark R4 1.3614 1.3614 1.3614 R3 1.3614 1.3614 1.3614 R2 1.3614 1.3614 1.3614 R1 1.3614 1.3614 1.3614 1.3614 PP 1.3614 1.3614 1.3614 1.3614 S1 1.3614 1.3614 1.3614 1.3614 S2 1.3614 1.3614 1.3614 S3 1.3614 1.3614 1.3614 S4 1.3614 1.3614 1.3614	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 1.4088 1.3614 0.0474 3.5% 0.0038 0.3% 0% False True 11 10 1.4180 1.3614 0.0566 4.2% 0.0022 0.2% 0% False True 7 20 1.4180 1.3614 0.0566 4.2% 0.0011 0.1% 0% False True 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 3 trading days	Fibonacci Retracements and Extensions 4.250 1.3614 2.618 1.3614 1.618 1.3614 1.000 1.3614 0.618 1.3614 HIGH 1.3614 0.618 1.3614 0.500 1.3614 0.382 1.3614 LOW 1.3614 0.618 1.3614 1.000 1.3614 1.618 1.3614 2.618 1.3614 4.250 1.3614
Fisher Pivots for day following 11-Nov-2010 Pivot 1 day 3 day R1 1.3614 1.3724 PP 1.3614 1.3687 S1 1.3614 1.3651

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