CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	1.4189	1.4121	-0.0068	-0.5%	1.4192
High	1.4256	1.4173	-0.0083	-0.6%	1.4256
Low	1.4087	1.4065	-0.0022	-0.2%	1.3811
Close	1.4108	1.4108	0.0000	0.0%	1.4108
Range	0.0169	0.0108	-0.0061	-36.1%	0.0445
ATR	0.0175	0.0170	-0.0005	-2.7%	0.0000
Volume	367,091	283,703	-83,388	-22.7%	2,068,132

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4439	1.4382	1.4167
R3	1.4331	1.4274	1.4138
R2	1.4223	1.4223	1.4128
R1	1.4166	1.4166	1.4118	1.4141
PP	1.4115	1.4115	1.4115	1.4103
S1	1.4058	1.4058	1.4098	1.4033
S2	1.4007	1.4007	1.4088
S3	1.3899	1.3950	1.4078
S4	1.3791	1.3842	1.4049

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5393	1.5196	1.4353
R3	1.4948	1.4751	1.4230
R2	1.4503	1.4503	1.4190
R1	1.4306	1.4306	1.4149	1.4182
PP	1.4058	1.4058	1.4058	1.3997
S1	1.3861	1.3861	1.4067	1.3737
S2	1.3613	1.3613	1.4026
S3	1.3168	1.3416	1.3986
S4	1.2723	1.2971	1.3863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4256	1.3811	0.0445	3.2%	0.0197	1.4%	67%	False	False	413,626
10	1.4547	1.3811	0.0736	5.2%	0.0178	1.3%	40%	False	False	331,998
20	1.4547	1.3811	0.0736	5.2%	0.0166	1.2%	40%	False	False	318,615
40	1.4652	1.3811	0.0841	6.0%	0.0162	1.1%	35%	False	False	208,247
60	1.4875	1.3811	0.1064	7.5%	0.0164	1.2%	28%	False	False	139,120
80	1.4875	1.3811	0.1064	7.5%	0.0151	1.1%	28%	False	False	104,436
100	1.4875	1.3700	0.1175	8.3%	0.0134	0.9%	35%	False	False	83,578
120	1.4875	1.3395	0.1480	10.5%	0.0119	0.8%	48%	False	False	69,650

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0036
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.4632
2.618	1.4456
1.618	1.4348
1.000	1.4281
0.618	1.4240
HIGH	1.4173
0.618	1.4132
0.500	1.4119
0.382	1.4106
LOW	1.4065
0.618	1.3998
1.000	1.3957
1.618	1.3890
2.618	1.3782
4.250	1.3606

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	1.4119	1.4102
PP	1.4115	1.4096
S1	1.4112	1.4090

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

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