CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 24-Nov-2010

Day Change Summary
	Previous	Current
	23-Nov-2010	24-Nov-2010	Change	Change %	Previous Week
Open	1.3380	1.3334	-0.0046	-0.3%	1.3600
High	1.3380	1.3395	0.0015	0.1%	1.3640
Low	1.3360	1.3334	-0.0026	-0.2%	1.3450
Close	1.3347	1.3290	-0.0057	-0.4%	1.3637
Range	0.0020	0.0061	0.0041	205.0%	0.0190
ATR	0.0096	0.0094	-0.0003	-2.6%	0.0000
Volume	2	37	35	1,750.0%	29

Daily Pivots for day following 24-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3523	1.3467	1.3324
R3	1.3462	1.3406	1.3307
R2	1.3401	1.3401	1.3301
R1	1.3345	1.3345	1.3296	1.3343
PP	1.3340	1.3340	1.3340	1.3338
S1	1.3284	1.3284	1.3284	1.3282
S2	1.3279	1.3279	1.3279
S3	1.3218	1.3223	1.3273
S4	1.3157	1.3162	1.3256

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	1.3334	0.0306	2.3%	0.0033	0.2%	-14%	False	True	11
10	1.3690	1.3334	0.0356	2.7%	0.0022	0.2%	-12%	False	True	8
20	1.4180	1.3334	0.0846	6.4%	0.0022	0.2%	-5%	False	True	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.3654
2.618	1.3555
1.618	1.3494
1.000	1.3456
0.618	1.3433
HIGH	1.3395
0.618	1.3372
0.500	1.3365
0.382	1.3357
LOW	1.3334
0.618	1.3296
1.000	1.3273
1.618	1.3235
2.618	1.3174
4.250	1.3075

Fisher Pivots for day following 24-Nov-2010
Pivot	1 day	3 day
R1	1.3365	1.3467
PP	1.3340	1.3408
S1	1.3315	1.3349

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

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