CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	1.3576	1.3640	0.0064	0.5%	1.3600
High	1.3628	1.3640	0.0012	0.1%	1.3640
Low	1.3576	1.3610	0.0034	0.3%	1.3450
Close	1.3597	1.3637	0.0040	0.3%	1.3637
Range	0.0052	0.0030	-0.0022	-42.3%	0.0190
ATR	0.0094	0.0091	-0.0004	-3.9%	0.0000
Volume	1	5	4	400.0%	29

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3719	1.3708	1.3654
R3	1.3689	1.3678	1.3645
R2	1.3659	1.3659	1.3643
R1	1.3648	1.3648	1.3640	1.3639
PP	1.3629	1.3629	1.3629	1.3624
S1	1.3618	1.3618	1.3634	1.3609
S2	1.3599	1.3599	1.3632
S3	1.3569	1.3588	1.3629
S4	1.3539	1.3558	1.3621

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4146	1.4081	1.3742
R3	1.3956	1.3891	1.3689
R2	1.3766	1.3766	1.3672
R1	1.3701	1.3701	1.3654	1.3734
PP	1.3576	1.3576	1.3576	1.3592
S1	1.3511	1.3511	1.3620	1.3544
S2	1.3386	1.3386	1.3602
S3	1.3196	1.3321	1.3585
S4	1.3006	1.3131	1.3533

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3640	1.3450	0.0190	1.4%	0.0027	0.2%	98%	True	False	5
10	1.3895	1.3450	0.0445	3.3%	0.0022	0.2%	42%	False	False	6
20	1.4180	1.3450	0.0730	5.4%	0.0018	0.1%	26%	False	False	5

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	1.3768
2.618	1.3719
1.618	1.3689
1.000	1.3670
0.618	1.3659
HIGH	1.3640
0.618	1.3629
0.500	1.3625
0.382	1.3621
LOW	1.3610
0.618	1.3591
1.000	1.3580
1.618	1.3561
2.618	1.3531
4.250	1.3483

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	1.3633	1.3606
PP	1.3629	1.3576
S1	1.3625	1.3545

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

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