CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	1.2950	1.2890	-0.0060	-0.5%	1.3240
High	1.2988	1.2890	-0.0098	-0.8%	1.3347
Low	1.2950	1.2838	-0.0112	-0.9%	1.2950
Close	1.2913	1.2934	0.0021	0.2%	1.2913
Range	0.0038	0.0052	0.0014	36.8%	0.0397
ATR	0.0066	0.0066	0.0001	1.0%	0.0000
Volume	5	4	-1	-20.0%	11

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3043	1.3041	1.2963
R3	1.2991	1.2989	1.2948
R2	1.2939	1.2939	1.2944
R1	1.2937	1.2937	1.2939	1.2938
PP	1.2887	1.2887	1.2887	1.2888
S1	1.2885	1.2885	1.2929	1.2886
S2	1.2835	1.2835	1.2924
S3	1.2783	1.2833	1.2920
S4	1.2731	1.2781	1.2905

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4261	1.3984	1.3131
R3	1.3864	1.3587	1.3022
R2	1.3467	1.3467	1.2986
R1	1.3190	1.3190	1.2949	1.3130
PP	1.3070	1.3070	1.3070	1.3040
S1	1.2793	1.2793	1.2877	1.2733
S2	1.2673	1.2673	1.2840
S3	1.2276	1.2396	1.2804
S4	1.1879	1.1999	1.2695

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3347	1.2838	0.0509	3.9%	0.0023	0.2%	19%	False	True	2
10	1.3385	1.2838	0.0547	4.2%	0.0030	0.2%	18%	False	True	2
20	1.3465	1.2838	0.0627	4.8%	0.0023	0.2%	15%	False	True	2
40	1.3662	1.2838	0.0824	6.4%	0.0011	0.1%	12%	False	True	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3111
2.618	1.3026
1.618	1.2974
1.000	1.2942
0.618	1.2922
HIGH	1.2890
0.618	1.2870
0.500	1.2864
0.382	1.2858
LOW	1.2838
0.618	1.2806
1.000	1.2786
1.618	1.2754
2.618	1.2702
4.250	1.2617

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	1.2911	1.2929
PP	1.2887	1.2924
S1	1.2864	1.2919

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

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