CME Euro FX (E) Future September 2011

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Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary Previous Current 01-Feb-2011 02-Feb-2011 Change Change % Previous Week Open 1.3664 1.3800 0.0136 1.0% 1.3550 High 1.3812 1.3800 -0.0012 -0.1% 1.3681 Low 1.3664 1.3800 0.0136 1.0% 1.3549 Close 1.3769 1.3747 -0.0022 -0.2% 1.3567 Range 0.0148 0.0000 -0.0148 -100.0% 0.0132 ATR 0.0074 0.0071 -0.0003 -4.1% 0.0000 Volume 3 10 7 233.3% 24
Daily Pivots for day following 02-Feb-2011 Classic Woodie Camarilla DeMark R4 1.3782 1.3765 1.3747 R3 1.3782 1.3765 1.3747 R2 1.3782 1.3782 1.3747 R1 1.3765 1.3765 1.3747 1.3774 PP 1.3782 1.3782 1.3782 1.3787 S1 1.3765 1.3765 1.3747 1.3774 S2 1.3782 1.3782 1.3747 S3 1.3782 1.3765 1.3747 S4 1.3782 1.3765 1.3747	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% 0.0040 0.3% 75% False False 5 10 1.3812 1.3434 0.0378 2.7% 0.0029 0.2% 83% False False 4 20 1.3812 1.2838 0.0974 7.1% 0.0031 0.2% 93% False False 4 40 1.3812 1.2838 0.0974 7.1% 0.0024 0.2% 93% False False 3
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3800 2.618 1.3800 1.618 1.3800 1.000 1.3800 0.618 1.3800 HIGH 1.3800 0.618 1.3800 0.500 1.3800 0.382 1.3800 LOW 1.3800 0.618 1.3800 1.000 1.3800 1.618 1.3800 2.618 1.3800 4.250 1.3800
Fisher Pivots for day following 02-Feb-2011 Pivot 1 day 3 day R1 1.3800 1.3742 PP 1.3782 1.3736 S1 1.3765 1.3731

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