CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	1.3626	1.3640	0.0014	0.1%	1.3236
High	1.3626	1.3640	0.0014	0.1%	1.3575
Low	1.3626	1.3622	-0.0004	0.0%	1.3236
Close	1.3626	1.3637	0.0011	0.1%	1.3552
Range	0.0000	0.0018	0.0018		0.0339
ATR	0.0065	0.0062	-0.0003	-5.2%	0.0000
Volume	3	3	0	0.0%	9

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3687	1.3680	1.3647
R3	1.3669	1.3662	1.3642
R2	1.3651	1.3651	1.3640
R1	1.3644	1.3644	1.3639	1.3639
PP	1.3633	1.3633	1.3633	1.3630
S1	1.3626	1.3626	1.3635	1.3621
S2	1.3615	1.3615	1.3634
S3	1.3597	1.3608	1.3632
S4	1.3579	1.3590	1.3627

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4471	1.4351	1.3738
R3	1.4132	1.4012	1.3645
R2	1.3793	1.3793	1.3614
R1	1.3673	1.3673	1.3583	1.3733
PP	1.3454	1.3454	1.3454	1.3485
S1	1.3334	1.3334	1.3521	1.3394
S2	1.3115	1.3115	1.3490
S3	1.2776	1.2995	1.3459
S4	1.2437	1.2656	1.3366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3640	1.3434	0.0206	1.5%	0.0019	0.1%	99%	True	False	3
10	1.3640	1.3020	0.0620	4.5%	0.0028	0.2%	100%	True	False	4
20	1.3640	1.2838	0.0802	5.9%	0.0025	0.2%	100%	True	False	3
40	1.3640	1.2838	0.0802	5.9%	0.0019	0.1%	100%	True	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3717
2.618	1.3687
1.618	1.3669
1.000	1.3658
0.618	1.3651
HIGH	1.3640
0.618	1.3633
0.500	1.3631
0.382	1.3629
LOW	1.3622
0.618	1.3611
1.000	1.3604
1.618	1.3593
2.618	1.3575
4.250	1.3546

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	1.3635	1.3623
PP	1.3633	1.3609
S1	1.3631	1.3595

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

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