CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 20-Dec-2010

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	1.3229	1.3156	-0.0073	-0.6%	1.3200
High	1.3333	1.3156	-0.0177	-1.3%	1.3484
Low	1.3129	1.3089	-0.0040	-0.3%	1.3129
Close	1.3166	1.3106	-0.0060	-0.5%	1.3166
Range	0.0204	0.0067	-0.0137	-67.2%	0.0355
ATR	0.0122	0.0118	-0.0003	-2.6%	0.0000
Volume	135	101	-34	-25.2%	683

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3318	1.3279	1.3143
R3	1.3251	1.3212	1.3124
R2	1.3184	1.3184	1.3118
R1	1.3145	1.3145	1.3112	1.3131
PP	1.3117	1.3117	1.3117	1.3110
S1	1.3078	1.3078	1.3100	1.3064
S2	1.3050	1.3050	1.3094
S3	1.2983	1.3011	1.3088
S4	1.2916	1.2944	1.3069

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	1.3089	0.0395	3.0%	0.0126	1.0%	4%	False	True	142
10	1.3484	1.3089	0.0395	3.0%	0.0120	0.9%	4%	False	True	87
20	1.3600	1.2960	0.0640	4.9%	0.0097	0.7%	23%	False	False	52
40	1.4180	1.2960	0.1220	9.3%	0.0057	0.4%	12%	False	False	29

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0017
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3441
2.618	1.3331
1.618	1.3264
1.000	1.3223
0.618	1.3197
HIGH	1.3156
0.618	1.3130
0.500	1.3123
0.382	1.3115
LOW	1.3089
0.618	1.3048
1.000	1.3022
1.618	1.2981
2.618	1.2914
4.250	1.2804

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	1.3123	1.3211
PP	1.3117	1.3176
S1	1.3112	1.3141

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

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