CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	1.2975	1.3172	0.0197	1.5%	1.3600
High	1.3132	1.3200	0.0068	0.5%	1.3600
Low	1.2975	1.3172	0.0197	1.5%	1.3195
Close	1.3119	1.3187	0.0068	0.5%	1.3229
Range	0.0157	0.0028	-0.0129	-82.2%	0.0405
ATR	0.0108	0.0106	-0.0002	-1.8%	0.0000
Volume	47	28	-19	-40.4%	59

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3270	1.3257	1.3202
R3	1.3242	1.3229	1.3195
R2	1.3214	1.3214	1.3192
R1	1.3201	1.3201	1.3190	1.3208
PP	1.3186	1.3186	1.3186	1.3190
S1	1.3173	1.3173	1.3184	1.3180
S2	1.3158	1.3158	1.3182
S3	1.3130	1.3145	1.3179
S4	1.3102	1.3117	1.3172

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4556	1.4298	1.3452
R3	1.4151	1.3893	1.3340
R2	1.3746	1.3746	1.3303
R1	1.3488	1.3488	1.3266	1.3415
PP	1.3341	1.3341	1.3341	1.3305
S1	1.3083	1.3083	1.3192	1.3010
S2	1.2936	1.2936	1.3155
S3	1.2531	1.2678	1.3118
S4	1.2126	1.2273	1.3006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3250	1.2960	0.0290	2.2%	0.0093	0.7%	78%	False	False	23
10	1.3640	1.2960	0.0680	5.2%	0.0063	0.5%	33%	False	False	17
20	1.4180	1.2960	0.1220	9.3%	0.0045	0.3%	19%	False	False	12
40	1.4180	1.2960	0.1220	9.3%	0.0024	0.2%	19%	False	False	8

Crabel Price Patterns
NR	True
NR4	True
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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3319
2.618	1.3273
1.618	1.3245
1.000	1.3228
0.618	1.3217
HIGH	1.3200
0.618	1.3189
0.500	1.3186
0.382	1.3183
LOW	1.3172
0.618	1.3155
1.000	1.3144
1.618	1.3127
2.618	1.3099
4.250	1.3053

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	1.3187	1.3151
PP	1.3186	1.3116
S1	1.3186	1.3080

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

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