CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	1.3275	1.3200	-0.0075	-0.6%	1.3269
High	1.3275	1.3418	0.0143	1.1%	1.3369
Low	1.3170	1.3199	0.0029	0.2%	1.3170
Close	1.3214	1.3386	0.0172	1.3%	1.3214
Range	0.0105	0.0219	0.0114	108.6%	0.0199
ATR	0.0106	0.0114	0.0008	7.7%	0.0000
Volume	41	71	30	73.2%	95

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3991	1.3908	1.3506
R3	1.3772	1.3689	1.3446
R2	1.3553	1.3553	1.3426
R1	1.3470	1.3470	1.3406	1.3512
PP	1.3334	1.3334	1.3334	1.3355
S1	1.3251	1.3251	1.3366	1.3293
S2	1.3115	1.3115	1.3346
S3	1.2896	1.3032	1.3326
S4	1.2677	1.2813	1.3266

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3848	1.3730	1.3323
R3	1.3649	1.3531	1.3269
R2	1.3450	1.3450	1.3250
R1	1.3332	1.3332	1.3232	1.3292
PP	1.3251	1.3251	1.3251	1.3231
S1	1.3133	1.3133	1.3196	1.3093
S2	1.3052	1.3052	1.3178
S3	1.2853	1.2934	1.3159
S4	1.2654	1.2735	1.3105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3418	1.3170	0.0248	1.9%	0.0114	0.9%	87%	True	False	31
10	1.3418	1.2960	0.0458	3.4%	0.0100	0.7%	93%	True	False	26
20	1.3640	1.2960	0.0680	5.1%	0.0072	0.5%	63%	False	False	18
40	1.4180	1.2960	0.1220	9.1%	0.0041	0.3%	35%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	1.4349
2.618	1.3991
1.618	1.3772
1.000	1.3637
0.618	1.3553
HIGH	1.3418
0.618	1.3334
0.500	1.3309
0.382	1.3283
LOW	1.3199
0.618	1.3064
1.000	1.2980
1.618	1.2845
2.618	1.2626
4.250	1.2268

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	1.3360	1.3355
PP	1.3334	1.3325
S1	1.3309	1.3294

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

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