CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	1.3165	1.3070	-0.0095	-0.7%	1.3200
High	1.3180	1.3162	-0.0018	-0.1%	1.3484
Low	1.3064	1.3067	0.0003	0.0%	1.3129
Close	1.3079	1.3075	-0.0004	0.0%	1.3166
Range	0.0116	0.0095	-0.0021	-18.1%	0.0355
ATR	0.0118	0.0117	-0.0002	-1.4%	0.0000
Volume	112	287	175	156.3%	683

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3386	1.3326	1.3127
R3	1.3291	1.3231	1.3101
R2	1.3196	1.3196	1.3092
R1	1.3136	1.3136	1.3084	1.3166
PP	1.3101	1.3101	1.3101	1.3117
S1	1.3041	1.3041	1.3066	1.3071
S2	1.3006	1.3006	1.3058
S3	1.2911	1.2946	1.3049
S4	1.2816	1.2851	1.3023

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	1.3333	1.3064	0.0269	2.1%	0.0110	0.8%	4%	False	False	181
10	1.3484	1.3064	0.0420	3.2%	0.0122	0.9%	3%	False	False	125
20	1.3484	1.2960	0.0524	4.0%	0.0106	0.8%	22%	False	False	72
40	1.4180	1.2960	0.1220	9.3%	0.0062	0.5%	9%	False	False	38

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3566
2.618	1.3411
1.618	1.3316
1.000	1.3257
0.618	1.3221
HIGH	1.3162
0.618	1.3126
0.500	1.3115
0.382	1.3103
LOW	1.3067
0.618	1.3008
1.000	1.2972
1.618	1.2913
2.618	1.2818
4.250	1.2663

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	1.3115	1.3122
PP	1.3101	1.3106
S1	1.3088	1.3091

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

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