CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	1.3224	1.3229	0.0005	0.0%	1.3200
High	1.3246	1.3333	0.0087	0.7%	1.3484
Low	1.3178	1.3129	-0.0049	-0.4%	1.3129
Close	1.3204	1.3166	-0.0038	-0.3%	1.3166
Range	0.0068	0.0204	0.0136	200.0%	0.0355
ATR	0.0115	0.0122	0.0006	5.5%	0.0000
Volume	272	135	-137	-50.4%	683

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3821	1.3698	1.3278
R3	1.3617	1.3494	1.3222
R2	1.3413	1.3413	1.3203
R1	1.3290	1.3290	1.3185	1.3250
PP	1.3209	1.3209	1.3209	1.3189
S1	1.3086	1.3086	1.3147	1.3046
S2	1.3005	1.3005	1.3129
S3	1.2801	1.2882	1.3110
S4	1.2597	1.2678	1.3054

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4325	1.4100	1.3361
R3	1.3970	1.3745	1.3264
R2	1.3615	1.3615	1.3231
R1	1.3390	1.3390	1.3199	1.3325
PP	1.3260	1.3260	1.3260	1.3227
S1	1.3035	1.3035	1.3133	1.2970
S2	1.2905	1.2905	1.3101
S3	1.2550	1.2680	1.3068
S4	1.2195	1.2325	1.2971

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3484	1.3129	0.0355	2.7%	0.0157	1.2%	10%	False	True	136
10	1.3484	1.3129	0.0355	2.7%	0.0113	0.9%	10%	False	True	77
20	1.3640	1.2960	0.0680	5.2%	0.0095	0.7%	30%	False	False	47
40	1.4180	1.2960	0.1220	9.3%	0.0055	0.4%	17%	False	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4200
2.618	1.3867
1.618	1.3663
1.000	1.3537
0.618	1.3459
HIGH	1.3333
0.618	1.3255
0.500	1.3231
0.382	1.3207
LOW	1.3129
0.618	1.3003
1.000	1.2925
1.618	1.2799
2.618	1.2595
4.250	1.2262

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	1.3231	1.3248
PP	1.3209	1.3220
S1	1.3188	1.3193

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

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