CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 11-Jan-2011

Day Change Summary
	Previous	Current
	10-Jan-2011	11-Jan-2011	Change	Change %	Previous Week
Open	1.2890	1.2929	0.0039	0.3%	1.3240
High	1.2890	1.2950	0.0060	0.5%	1.3347
Low	1.2838	1.2929	0.0091	0.7%	1.2950
Close	1.2934	1.2949	0.0015	0.1%	1.2913
Range	0.0052	0.0021	-0.0031	-59.6%	0.0397
ATR	0.0066	0.0063	-0.0003	-4.9%	0.0000
Volume	4	3	-1	-25.0%	11

Daily Pivots for day following 11-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3006	1.2998	1.2961
R3	1.2985	1.2977	1.2955
R2	1.2964	1.2964	1.2953
R1	1.2956	1.2956	1.2951	1.2960
PP	1.2943	1.2943	1.2943	1.2945
S1	1.2935	1.2935	1.2947	1.2939
S2	1.2922	1.2922	1.2945
S3	1.2901	1.2914	1.2943
S4	1.2880	1.2893	1.2937

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	1.3286	1.2838	0.0448	3.5%	0.0027	0.2%	25%	False	False	3
10	1.3385	1.2838	0.0547	4.2%	0.0023	0.2%	20%	False	False	2
20	1.3465	1.2838	0.0627	4.8%	0.0024	0.2%	18%	False	False	2
40	1.3662	1.2838	0.0824	6.4%	0.0012	0.1%	13%	False	False	2

Crabel Price Patterns
NR	True
NR4	True
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3039
2.618	1.3005
1.618	1.2984
1.000	1.2971
0.618	1.2963
HIGH	1.2950
0.618	1.2942
0.500	1.2940
0.382	1.2937
LOW	1.2929
0.618	1.2916
1.000	1.2908
1.618	1.2895
2.618	1.2874
4.250	1.2840

Fisher Pivots for day following 11-Jan-2011
Pivot	1 day	3 day
R1	1.2946	1.2937
PP	1.2943	1.2925
S1	1.2940	1.2913

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

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