CME Euro FX (E) Future September 2011

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Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary Previous Current 19-Jan-2011 20-Jan-2011 Change Change % Previous Week Open 1.3423 1.3434 0.0011 0.1% 1.2890 High 1.3423 1.3434 0.0011 0.1% 1.3323 Low 1.3423 1.3434 0.0011 0.1% 1.2838 Close 1.3423 1.3434 0.0011 0.1% 1.3323 Range ATR 0.0072 0.0067 -0.0004 -6.0% 0.0000 Volume 2 2 0 0.0% 26
Daily Pivots for day following 20-Jan-2011 Classic Woodie Camarilla DeMark R4 1.3434 1.3434 1.3434 R3 1.3434 1.3434 1.3434 R2 1.3434 1.3434 1.3434 R1 1.3434 1.3434 1.3434 1.3434 PP 1.3434 1.3434 1.3434 1.3434 S1 1.3434 1.3434 1.3434 1.3434 S2 1.3434 1.3434 1.3434 S3 1.3434 1.3434 1.3434 S4 1.3434 1.3434 1.3434	Weekly Pivots for week ending 14-Jan-2011 Classic Woodie Camarilla DeMark R4 1.4616 1.4455 1.3590 R3 1.4131 1.3970 1.3456 R2 1.3646 1.3646 1.3412 R1 1.3485 1.3485 1.3367 1.3566 PP 1.3161 1.3161 1.3161 1.3202 S1 1.3000 1.3000 1.3279 1.3081 S2 1.2676 1.2676 1.3234 S3 1.2191 1.2515 1.3190 S4 1.1706 1.2030 1.3056
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3434 1.3153 0.0281 2.1% 0.0017 0.1% 100% True False 4 10 1.3434 1.2838 0.0596 4.4% 0.0032 0.2% 100% True False 4 20 1.3434 1.2838 0.0596 4.4% 0.0025 0.2% 100% True False 2 40 1.3525 1.2838 0.0687 5.1% 0.0016 0.1% 87% 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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.3434 2.618 1.3434 1.618 1.3434 1.000 1.3434 0.618 1.3434 HIGH 1.3434 0.618 1.3434 0.500 1.3434 0.382 1.3434 LOW 1.3434 0.618 1.3434 1.000 1.3434 1.618 1.3434 2.618 1.3434 4.250 1.3434
Fisher Pivots for day following 20-Jan-2011 Pivot 1 day 3 day R1 1.3434 1.3401 PP 1.3434 1.3368 S1 1.3434 1.3335

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