CME Euro FX (E) Future September 2011

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Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary Previous Current 22-Dec-2010 23-Dec-2010 Change Change % Previous Week Open 1.3070 1.3097 0.0027 0.2% 1.3240 High 1.3070 1.3097 0.0027 0.2% 1.3465 Low 1.3070 1.3097 0.0027 0.2% 1.3196 Close 1.3067 1.3097 0.0030 0.2% 1.3156 Range ATR 0.0063 0.0061 -0.0002 -3.7% 0.0000 Volume 1 1 0 0.0% 23
Daily Pivots for day following 23-Dec-2010 Classic Woodie Camarilla DeMark R4 1.3097 1.3097 1.3097 R3 1.3097 1.3097 1.3097 R2 1.3097 1.3097 1.3097 R1 1.3097 1.3097 1.3097 1.3097 PP 1.3097 1.3097 1.3097 1.3097 S1 1.3097 1.3097 1.3097 1.3097 S2 1.3097 1.3097 1.3097 S3 1.3097 1.3097 1.3097 S4 1.3097 1.3097 1.3097	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 1.3300 1.3061 0.0239 1.8% 0.0012 0.1% 15% False False 2 10 1.3465 1.3061 0.0404 3.1% 0.0016 0.1% 9% False False 3 20 1.3465 1.2997 0.0468 3.6% 0.0008 0.1% 21% False False 2
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 True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0004	Fibonacci Retracements and Extensions 4.250 1.3097 2.618 1.3097 1.618 1.3097 1.000 1.3097 0.618 1.3097 HIGH 1.3097 0.618 1.3097 0.500 1.3097 0.382 1.3097 LOW 1.3097 0.618 1.3097 1.000 1.3097 1.618 1.3097 2.618 1.3097 4.250 1.3097
Fisher Pivots for day following 23-Dec-2010 Pivot 1 day 3 day R1 1.3097 1.3093 PP 1.3097 1.3089 S1 1.3097 1.3085

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