CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 28-Dec-2010

Day Change Summary
	Previous	Current
	27-Dec-2010	28-Dec-2010	Change	Change %	Previous Week
Open	1.3126	1.3186	0.0060	0.5%	1.3061
High	1.3126	1.3186	0.0060	0.5%	1.3100
Low	1.3126	1.3101	-0.0025	-0.2%	1.3061
Close	1.3126	1.3102	-0.0024	-0.2%	1.3097
Range	0.0000	0.0085	0.0085		0.0039
ATR	0.0058	0.0060	0.0002	3.3%	0.0000
Volume	1	1	0	0.0%	6

Daily Pivots for day following 28-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3385	1.3328	1.3149
R3	1.3300	1.3243	1.3125
R2	1.3215	1.3215	1.3118
R1	1.3158	1.3158	1.3110	1.3144
PP	1.3130	1.3130	1.3130	1.3123
S1	1.3073	1.3073	1.3094	1.3059
S2	1.3045	1.3045	1.3086
S3	1.2960	1.2988	1.3079
S4	1.2875	1.2903	1.3055

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3203	1.3189	1.3118
R3	1.3164	1.3150	1.3108
R2	1.3125	1.3125	1.3104
R1	1.3111	1.3111	1.3101	1.3118
PP	1.3086	1.3086	1.3086	1.3090
S1	1.3072	1.3072	1.3093	1.3079
S2	1.3047	1.3047	1.3090
S3	1.3008	1.3033	1.3086
S4	1.2969	1.2994	1.3076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3186	1.3070	0.0116	0.9%	0.0017	0.1%	28%	True	False	1
10	1.3465	1.3061	0.0404	3.1%	0.0024	0.2%	10%	False	False	3
20	1.3465	1.2997	0.0468	3.6%	0.0012	0.1%	22%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.3547
2.618	1.3409
1.618	1.3324
1.000	1.3271
0.618	1.3239
HIGH	1.3186
0.618	1.3154
0.500	1.3144
0.382	1.3133
LOW	1.3101
0.618	1.3048
1.000	1.3016
1.618	1.2963
2.618	1.2878
4.250	1.2740

Fisher Pivots for day following 28-Dec-2010
Pivot	1 day	3 day
R1	1.3144	1.3142
PP	1.3130	1.3128
S1	1.3116	1.3115

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

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