CME Euro FX (E) Future September 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	1.3300	1.3061	-0.0239	-1.8%	1.3240
High	1.3300	1.3083	-0.0217	-1.6%	1.3465
Low	1.3260	1.3061	-0.0199	-1.5%	1.3196
Close	1.3156	1.3096	-0.0060	-0.5%	1.3156
Range	0.0040	0.0022	-0.0018	-45.0%	0.0269
ATR	0.0071	0.0073	0.0002	2.4%	0.0000
Volume	7	2	-5	-71.4%	23

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3146	1.3143	1.3108
R3	1.3124	1.3121	1.3102
R2	1.3102	1.3102	1.3100
R1	1.3099	1.3099	1.3098	1.3101
PP	1.3080	1.3080	1.3080	1.3081
S1	1.3077	1.3077	1.3094	1.3079
S2	1.3058	1.3058	1.3092
S3	1.3036	1.3055	1.3090
S4	1.3014	1.3033	1.3084

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4079	1.3887	1.3304
R3	1.3810	1.3618	1.3230
R2	1.3541	1.3541	1.3205
R1	1.3349	1.3349	1.3181	1.3311
PP	1.3272	1.3272	1.3272	1.3253
S1	1.3080	1.3080	1.3131	1.3042
S2	1.3003	1.3003	1.3107
S3	1.2734	1.2811	1.3082
S4	1.2465	1.2542	1.3008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3465	1.3061	0.0404	3.1%	0.0032	0.2%	9%	False	True	4
10	1.3465	1.3061	0.0404	3.1%	0.0016	0.1%	9%	False	True	2
20	1.3662	1.2997	0.0665	5.1%	0.0008	0.1%	15%	False	False	1

Crabel Price Patterns
NR	True
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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3177
2.618	1.3141
1.618	1.3119
1.000	1.3105
0.618	1.3097
HIGH	1.3083
0.618	1.3075
0.500	1.3072
0.382	1.3069
LOW	1.3061
0.618	1.3047
1.000	1.3039
1.618	1.3025
2.618	1.3003
4.250	1.2968

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	1.3088	1.3181
PP	1.3080	1.3152
S1	1.3072	1.3124

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

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