CME Euro FX (E) Future September 2011

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Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary Previous Current 07-Feb-2011 08-Feb-2011 Change Change % Previous Week Open 1.3475 1.3580 0.0105 0.8% 1.3650 High 1.3475 1.3580 0.0105 0.8% 1.3812 Low 1.3475 1.3580 0.0105 0.8% 1.3489 Close 1.3545 1.3580 0.0035 0.3% 1.3539 Range ATR 0.0081 0.0078 -0.0003 -4.1% 0.0000 Volume 2 1 -1 -50.0% 25
Daily Pivots for day following 08-Feb-2011 Classic Woodie Camarilla DeMark R4 1.3580 1.3580 1.3580 R3 1.3580 1.3580 1.3580 R2 1.3580 1.3580 1.3580 R1 1.3580 1.3580 1.3580 1.3580 PP 1.3580 1.3580 1.3580 1.3580 S1 1.3580 1.3580 1.3580 1.3580 S2 1.3580 1.3580 1.3580 S3 1.3580 1.3580 1.3580 S4 1.3580 1.3580 1.3580	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 1.3800 1.3475 0.0325 2.4% 0.0034 0.3% 32% False False 4 10 1.3812 1.3475 0.0337 2.5% 0.0039 0.3% 31% False False 4 20 1.3812 1.2929 0.0883 6.5% 0.0033 0.2% 74% False False 4 40 1.3812 1.2838 0.0974 7.2% 0.0028 0.2% 76% False False 3 60 1.3812 1.2838 0.0974 7.2% 0.0019 0.1% 76% False False 2
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.3580 2.618 1.3580 1.618 1.3580 1.000 1.3580 0.618 1.3580 HIGH 1.3580 0.618 1.3580 0.500 1.3580 0.382 1.3580 LOW 1.3580 0.618 1.3580 1.000 1.3580 1.618 1.3580 2.618 1.3580 4.250 1.3580
Fisher Pivots for day following 08-Feb-2011 Pivot 1 day 3 day R1 1.3580 1.3570 PP 1.3580 1.3560 S1 1.3580 1.3550

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