CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	1.3650	1.3664	0.0014	0.1%	1.3550
High	1.3650	1.3812	0.0162	1.2%	1.3681
Low	1.3650	1.3664	0.0014	0.1%	1.3549
Close	1.3645	1.3769	0.0124	0.9%	1.3567
Range	0.0000	0.0148	0.0148		0.0132
ATR	0.0067	0.0074	0.0007	10.7%	0.0000
Volume	2	3	1	50.0%	24

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4192	1.4129	1.3850
R3	1.4044	1.3981	1.3810
R2	1.3896	1.3896	1.3796
R1	1.3833	1.3833	1.3783	1.3865
PP	1.3748	1.3748	1.3748	1.3764
S1	1.3685	1.3685	1.3755	1.3717
S2	1.3600	1.3600	1.3742
S3	1.3452	1.3537	1.3728
S4	1.3304	1.3389	1.3688

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	1.3812	1.3549	0.0263	1.9%	0.0043	0.3%	84%	True	False	3
10	1.3812	1.3423	0.0389	2.8%	0.0029	0.2%	89%	True	False	3
20	1.3812	1.2838	0.0974	7.1%	0.0031	0.2%	96%	True	False	3
40	1.3812	1.2838	0.0974	7.1%	0.0024	0.2%	96%	True	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 57 trading days

Fibonacci Retracements and Extensions
4.250	1.4441
2.618	1.4199
1.618	1.4051
1.000	1.3960
0.618	1.3903
HIGH	1.3812
0.618	1.3755
0.500	1.3738
0.382	1.3721
LOW	1.3664
0.618	1.3573
1.000	1.3516
1.618	1.3425
2.618	1.3277
4.250	1.3035

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	1.3759	1.3740
PP	1.3748	1.3710
S1	1.3738	1.3681

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

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