CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	1.3349	1.3224	-0.0125	-0.9%	1.3269
High	1.3366	1.3246	-0.0120	-0.9%	1.3369
Low	1.3202	1.3178	-0.0024	-0.2%	1.3170
Close	1.3203	1.3204	0.0001	0.0%	1.3214
Range	0.0164	0.0068	-0.0096	-58.5%	0.0199
ATR	0.0119	0.0115	-0.0004	-3.1%	0.0000
Volume	137	272	135	98.5%	95

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3413	1.3377	1.3241
R3	1.3345	1.3309	1.3223
R2	1.3277	1.3277	1.3216
R1	1.3241	1.3241	1.3210	1.3225
PP	1.3209	1.3209	1.3209	1.3202
S1	1.3173	1.3173	1.3198	1.3157
S2	1.3141	1.3141	1.3192
S3	1.3073	1.3105	1.3185
S4	1.3005	1.3037	1.3167

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	2.4%	0.0137	1.0%	11%	False	False	117
10	1.3484	1.3170	0.0314	2.4%	0.0111	0.8%	11%	False	False	65
20	1.3640	1.2960	0.0680	5.1%	0.0087	0.7%	36%	False	False	41
40	1.4180	1.2960	0.1220	9.2%	0.0050	0.4%	20%	False	False	23

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3535
2.618	1.3424
1.618	1.3356
1.000	1.3314
0.618	1.3288
HIGH	1.3246
0.618	1.3220
0.500	1.3212
0.382	1.3204
LOW	1.3178
0.618	1.3136
1.000	1.3110
1.618	1.3068
2.618	1.3000
4.250	1.2889

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	1.3212	1.3331
PP	1.3209	1.3289
S1	1.3207	1.3246

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

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