CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	1.4192	1.4019	-0.0173	-1.2%	1.4512
High	1.4200	1.4037	-0.0163	-1.1%	1.4547
Low	1.3958	1.3811	-0.0147	-1.1%	1.4176
Close	1.3996	1.4000	0.0004	0.0%	1.4214
Range	0.0242	0.0226	-0.0016	-6.6%	0.0371
ATR	0.0166	0.0171	0.0004	2.6%	0.0000
Volume	412,770	570,667	157,897	38.3%	1,001,647

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4627	1.4540	1.4124
R3	1.4401	1.4314	1.4062
R2	1.4175	1.4175	1.4041
R1	1.4088	1.4088	1.4021	1.4019
PP	1.3949	1.3949	1.3949	1.3915
S1	1.3862	1.3862	1.3979	1.3793
S2	1.3723	1.3723	1.3959
S3	1.3497	1.3636	1.3938
S4	1.3271	1.3410	1.3876

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5425	1.5191	1.4418
R3	1.5054	1.4820	1.4316
R2	1.4683	1.4683	1.4282
R1	1.4449	1.4449	1.4248	1.4381
PP	1.4312	1.4312	1.4312	1.4278
S1	1.4078	1.4078	1.4180	1.4010
S2	1.3941	1.3941	1.4146
S3	1.3570	1.3707	1.4112
S4	1.3199	1.3336	1.4010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4437	1.3811	0.0626	4.5%	0.0193	1.4%	30%	False	True	397,016
10	1.4547	1.3811	0.0736	5.3%	0.0166	1.2%	26%	False	True	322,923
20	1.4547	1.3811	0.0736	5.3%	0.0168	1.2%	26%	False	True	316,429
40	1.4652	1.3811	0.0841	6.0%	0.0159	1.1%	22%	False	True	181,206
60	1.4875	1.3811	0.1064	7.6%	0.0163	1.2%	18%	False	True	121,069
80	1.4875	1.3811	0.1064	7.6%	0.0149	1.1%	18%	False	True	90,892
100	1.4875	1.3499	0.1376	9.8%	0.0131	0.9%	36%	False	False	72,732
120	1.4875	1.3395	0.1480	10.6%	0.0115	0.8%	41%	False	False	60,611

Crabel Price Patterns
NR	True
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	0.0033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4998
2.618	1.4629
1.618	1.4403
1.000	1.4263
0.618	1.4177
HIGH	1.4037
0.618	1.3951
0.500	1.3924
0.382	1.3897
LOW	1.3811
0.618	1.3671
1.000	1.3585
1.618	1.3445
2.618	1.3219
4.250	1.2851

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	1.3975	1.4076
PP	1.3949	1.4050
S1	1.3924	1.4025

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

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