CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	1.3200	1.3369	0.0169	1.3%	1.3269
High	1.3418	1.3484	0.0066	0.5%	1.3369
Low	1.3199	1.3356	0.0157	1.2%	1.3170
Close	1.3386	1.3375	-0.0011	-0.1%	1.3214
Range	0.0219	0.0128	-0.0091	-41.6%	0.0199
ATR	0.0114	0.0115	0.0001	0.9%	0.0000
Volume	71	68	-3	-4.2%	95

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3789	1.3710	1.3445
R3	1.3661	1.3582	1.3410
R2	1.3533	1.3533	1.3398
R1	1.3454	1.3454	1.3387	1.3494
PP	1.3405	1.3405	1.3405	1.3425
S1	1.3326	1.3326	1.3363	1.3366
S2	1.3277	1.3277	1.3352
S3	1.3149	1.3198	1.3340
S4	1.3021	1.3070	1.3305

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	1.3484	1.3170	0.0314	2.3%	0.0116	0.9%	65%	True	False	44
10	1.3484	1.2975	0.0509	3.8%	0.0107	0.8%	79%	True	False	31
20	1.3640	1.2960	0.0680	5.1%	0.0076	0.6%	61%	False	False	21
40	1.4180	1.2960	0.1220	9.1%	0.0044	0.3%	34%	False	False	13

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	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4028
2.618	1.3819
1.618	1.3691
1.000	1.3612
0.618	1.3563
HIGH	1.3484
0.618	1.3435
0.500	1.3420
0.382	1.3405
LOW	1.3356
0.618	1.3277
1.000	1.3228
1.618	1.3149
2.618	1.3021
4.250	1.2812

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	1.3420	1.3359
PP	1.3405	1.3343
S1	1.3390	1.3327

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

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