CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	1.3207	1.3347	0.0140	1.1%	1.3095
High	1.3207	1.3347	0.0140	1.1%	1.3347
Low	1.3207	1.3347	0.0140	1.1%	1.2997
Close	1.3181	1.3347	0.0166	1.3%	1.3347
Range
ATR	0.0074	0.0081	0.0007	8.8%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3347	1.3347	1.3347
R3	1.3347	1.3347	1.3347
R2	1.3347	1.3347	1.3347
R1	1.3347	1.3347	1.3347	1.3347
PP	1.3347	1.3347	1.3347	1.3347
S1	1.3347	1.3347	1.3347	1.3347
S2	1.3347	1.3347	1.3347
S3	1.3347	1.3347	1.3347
S4	1.3347	1.3347	1.3347

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4280	1.4164	1.3540
R3	1.3930	1.3814	1.3443
R2	1.3580	1.3580	1.3411
R1	1.3464	1.3464	1.3379	1.3522
PP	1.3230	1.3230	1.3230	1.3260
S1	1.3114	1.3114	1.3315	1.3172
S2	1.2880	1.2880	1.3283
S3	1.2530	1.2764	1.3251
S4	1.2180	1.2414	1.3155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3347	1.2997	0.0350	2.6%	0.0000	0.0%	100%	True	False	1
10	1.3662	1.2997	0.0665	5.0%	0.0000	0.0%	53%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.3347
2.618	1.3347
1.618	1.3347
1.000	1.3347
0.618	1.3347
HIGH	1.3347
0.618	1.3347
0.500	1.3347
0.382	1.3347
LOW	1.3347
0.618	1.3347
1.000	1.3347
1.618	1.3347
2.618	1.3347
4.250	1.3347

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	1.3347	1.3308
PP	1.3347	1.3269
S1	1.3347	1.3230

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

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