CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	1.3681	1.3600	-0.0081	-0.6%	1.3550
High	1.3681	1.3600	-0.0081	-0.6%	1.3681
Low	1.3681	1.3549	-0.0132	-1.0%	1.3549
Close	1.3681	1.3567	-0.0114	-0.8%	1.3567
Range	0.0000	0.0051	0.0051		0.0132
ATR	0.0060	0.0065	0.0005	8.5%	0.0000
Volume	5	5	0	0.0%	24

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3725	1.3697	1.3595
R3	1.3674	1.3646	1.3581
R2	1.3623	1.3623	1.3576
R1	1.3595	1.3595	1.3572	1.3584
PP	1.3572	1.3572	1.3572	1.3566
S1	1.3544	1.3544	1.3562	1.3533
S2	1.3521	1.3521	1.3558
S3	1.3470	1.3493	1.3553
S4	1.3419	1.3442	1.3539

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3995	1.3913	1.3640
R3	1.3863	1.3781	1.3603
R2	1.3731	1.3731	1.3591
R1	1.3649	1.3649	1.3579	1.3690
PP	1.3599	1.3599	1.3599	1.3620
S1	1.3517	1.3517	1.3555	1.3558
S2	1.3467	1.3467	1.3543
S3	1.3335	1.3385	1.3531
S4	1.3203	1.3253	1.3494

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3681	1.3549	0.0132	1.0%	0.0014	0.1%	14%	False	True	4
10	1.3681	1.3236	0.0445	3.3%	0.0014	0.1%	74%	False	False	3
20	1.3681	1.2838	0.0843	6.2%	0.0028	0.2%	86%	False	False	3
40	1.3681	1.2838	0.0843	6.2%	0.0020	0.1%	86%	False	False	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	0.0001
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3817
2.618	1.3734
1.618	1.3683
1.000	1.3651
0.618	1.3632
HIGH	1.3600
0.618	1.3581
0.500	1.3575
0.382	1.3568
LOW	1.3549
0.618	1.3517
1.000	1.3498
1.618	1.3466
2.618	1.3415
4.250	1.3332

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	1.3575	1.3615
PP	1.3572	1.3599
S1	1.3570	1.3583

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

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