CME Euro FX (E) Future September 2011

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Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary Previous Current 04-Jan-2011 05-Jan-2011 Change Change % Previous Week Open 1.3347 1.3286 -0.0061 -0.5% 1.3126 High 1.3347 1.3286 -0.0061 -0.5% 1.3385 Low 1.3347 1.3286 -0.0061 -0.5% 1.3101 Close 1.3286 1.3130 -0.0156 -1.2% 1.3350 Range ATR 0.0065 0.0061 -0.0005 -7.1% 0.0000 Volume 2 1 -1 -50.0% 11
Daily Pivots for day following 05-Jan-2011 Classic Woodie Camarilla DeMark R4 1.3234 1.3182 1.3130 R3 1.3234 1.3182 1.3130 R2 1.3234 1.3234 1.3130 R1 1.3182 1.3182 1.3130 1.3208 PP 1.3234 1.3234 1.3234 1.3247 S1 1.3182 1.3182 1.3130 1.3208 S2 1.3234 1.3234 1.3130 S3 1.3234 1.3182 1.3130 S4 1.3234 1.3182 1.3130	Weekly Pivots for week ending 31-Dec-2010 Classic Woodie Camarilla DeMark R4 1.4131 1.4024 1.3506 R3 1.3847 1.3740 1.3428 R2 1.3563 1.3563 1.3402 R1 1.3456 1.3456 1.3376 1.3510 PP 1.3279 1.3279 1.3279 1.3305 S1 1.3172 1.3172 1.3324 1.3226 S2 1.2995 1.2995 1.3298 S3 1.2711 1.2888 1.3272 S4 1.2427 1.2604 1.3194
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3385 1.3240 0.0145 1.1% 0.0020 0.1% -76% False False 2 10 1.3385 1.3070 0.0315 2.4% 0.0018 0.1% 19% False False 1 20 1.3465 1.3061 0.0404 3.1% 0.0017 0.1% 17% 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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.3286 2.618 1.3286 1.618 1.3286 1.000 1.3286 0.618 1.3286 HIGH 1.3286 0.618 1.3286 0.500 1.3286 0.382 1.3286 LOW 1.3286 0.618 1.3286 1.000 1.3286 1.618 1.3286 2.618 1.3286 4.250 1.3286
Fisher Pivots for day following 05-Jan-2011 Pivot 1 day 3 day R1 1.3286 1.3294 PP 1.3234 1.3239 S1 1.3182 1.3185

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