CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	1.3600	1.3625	0.0025	0.2%	1.3650
High	1.3600	1.3625	0.0025	0.2%	1.3812
Low	1.3565	1.3489	-0.0076	-0.6%	1.3489
Close	1.3589	1.3539	-0.0050	-0.4%	1.3539
Range	0.0035	0.0136	0.0101	288.6%	0.0323
ATR	0.0079	0.0083	0.0004	5.2%	0.0000
Volume	5	5	0	0.0%	25

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3959	1.3885	1.3614
R3	1.3823	1.3749	1.3576
R2	1.3687	1.3687	1.3564
R1	1.3613	1.3613	1.3551	1.3582
PP	1.3551	1.3551	1.3551	1.3536
S1	1.3477	1.3477	1.3527	1.3446
S2	1.3415	1.3415	1.3514
S3	1.3279	1.3341	1.3502
S4	1.3143	1.3205	1.3464

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4582	1.4384	1.3717
R3	1.4259	1.4061	1.3628
R2	1.3936	1.3936	1.3598
R1	1.3738	1.3738	1.3569	1.3676
PP	1.3613	1.3613	1.3613	1.3582
S1	1.3415	1.3415	1.3509	1.3353
S2	1.3290	1.3290	1.3480
S3	1.2967	1.3092	1.3450
S4	1.2644	1.2769	1.3361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3812	1.3489	0.0323	2.4%	0.0064	0.5%	15%	False	True	5
10	1.3812	1.3489	0.0323	2.4%	0.0039	0.3%	15%	False	True	4
20	1.3812	1.2838	0.0974	7.2%	0.0038	0.3%	72%	False	False	4
40	1.3812	1.2838	0.0974	7.2%	0.0028	0.2%	72%	False	False	3

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4203
2.618	1.3981
1.618	1.3845
1.000	1.3761
0.618	1.3709
HIGH	1.3625
0.618	1.3573
0.500	1.3557
0.382	1.3541
LOW	1.3489
0.618	1.3405
1.000	1.3353
1.618	1.3269
2.618	1.3133
4.250	1.2911

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	1.3557	1.3645
PP	1.3551	1.3609
S1	1.3545	1.3574

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

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