CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 21-Dec-2010

Day Change Summary
	Previous	Current
	20-Dec-2010	21-Dec-2010	Change	Change %	Previous Week
Open	1.3156	1.3165	0.0009	0.1%	1.3200
High	1.3156	1.3180	0.0024	0.2%	1.3484
Low	1.3089	1.3064	-0.0025	-0.2%	1.3129
Close	1.3106	1.3079	-0.0027	-0.2%	1.3166
Range	0.0067	0.0116	0.0049	73.1%	0.0355
ATR	0.0118	0.0118	0.0000	-0.1%	0.0000
Volume	101	112	11	10.9%	683

Daily Pivots for day following 21-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3456	1.3383	1.3143
R3	1.3340	1.3267	1.3111
R2	1.3224	1.3224	1.3100
R1	1.3151	1.3151	1.3090	1.3130
PP	1.3108	1.3108	1.3108	1.3097
S1	1.3035	1.3035	1.3068	1.3014
S2	1.2992	1.2992	1.3058
S3	1.2876	1.2919	1.3047
S4	1.2760	1.2803	1.3015

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	1.3366	1.3064	0.0302	2.3%	0.0124	0.9%	5%	False	True	151
10	1.3484	1.3064	0.0420	3.2%	0.0120	0.9%	4%	False	True	97
20	1.3484	1.2960	0.0524	4.0%	0.0102	0.8%	23%	False	False	57
40	1.4180	1.2960	0.1220	9.3%	0.0060	0.5%	10%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3673
2.618	1.3484
1.618	1.3368
1.000	1.3296
0.618	1.3252
HIGH	1.3180
0.618	1.3136
0.500	1.3122
0.382	1.3108
LOW	1.3064
0.618	1.2992
1.000	1.2948
1.618	1.2876
2.618	1.2760
4.250	1.2571

Fisher Pivots for day following 21-Dec-2010
Pivot	1 day	3 day
R1	1.3122	1.3199
PP	1.3108	1.3159
S1	1.3093	1.3119

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

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