CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	1.3172	1.3189	0.0017	0.1%	1.3151
High	1.3200	1.3372	0.0172	1.3%	1.3372
Low	1.3172	1.3189	0.0017	0.1%	1.2960
Close	1.3187	1.3359	0.0172	1.3%	1.3359
Range	0.0028	0.0183	0.0155	553.6%	0.0412
ATR	0.0106	0.0112	0.0006	5.3%	0.0000
Volume	28	8	-20	-71.4%	116

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3856	1.3790	1.3460
R3	1.3673	1.3607	1.3409
R2	1.3490	1.3490	1.3393
R1	1.3424	1.3424	1.3376	1.3457
PP	1.3307	1.3307	1.3307	1.3323
S1	1.3241	1.3241	1.3342	1.3274
S2	1.3124	1.3124	1.3325
S3	1.2941	1.3058	1.3309
S4	1.2758	1.2875	1.3258

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4466	1.4325	1.3586
R3	1.4054	1.3913	1.3472
R2	1.3642	1.3642	1.3435
R1	1.3501	1.3501	1.3397	1.3572
PP	1.3230	1.3230	1.3230	1.3266
S1	1.3089	1.3089	1.3321	1.3160
S2	1.2818	1.2818	1.3283
S3	1.2406	1.2677	1.3246
S4	1.1994	1.2265	1.3132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3372	1.2960	0.0412	3.1%	0.0125	0.9%	97%	True	False	23
10	1.3640	1.2960	0.0680	5.1%	0.0076	0.6%	59%	False	False	18
20	1.4088	1.2960	0.1128	8.4%	0.0053	0.4%	35%	False	False	13
40	1.4180	1.2960	0.1220	9.1%	0.0028	0.2%	33%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4150
2.618	1.3851
1.618	1.3668
1.000	1.3555
0.618	1.3485
HIGH	1.3372
0.618	1.3302
0.500	1.3281
0.382	1.3259
LOW	1.3189
0.618	1.3076
1.000	1.3006
1.618	1.2893
2.618	1.2710
4.250	1.2411

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	1.3333	1.3297
PP	1.3307	1.3235
S1	1.3281	1.3174

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

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