CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	1.4078	1.4128	0.0050	0.4%	1.4192
High	1.4193	1.4216	0.0023	0.2%	1.4256
Low	1.4043	1.4108	0.0065	0.5%	1.3811
Close	1.4108	1.4201	0.0093	0.7%	1.4108
Range	0.0150	0.0108	-0.0042	-28.0%	0.0445
ATR	0.0166	0.0162	-0.0004	-2.5%	0.0000
Volume	371,055	303,280	-67,775	-18.3%	2,068,132

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4499	1.4458	1.4260
R3	1.4391	1.4350	1.4231
R2	1.4283	1.4283	1.4221
R1	1.4242	1.4242	1.4211	1.4263
PP	1.4175	1.4175	1.4175	1.4185
S1	1.4134	1.4134	1.4191	1.4155
S2	1.4067	1.4067	1.4181
S3	1.3959	1.4026	1.4171
S4	1.3851	1.3918	1.4142

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	1.3988	0.0268	1.9%	0.0131	0.9%	79%	False	False	317,741
10	1.4345	1.3811	0.0534	3.8%	0.0168	1.2%	73%	False	False	371,128
20	1.4547	1.3811	0.0736	5.2%	0.0161	1.1%	53%	False	False	324,938
40	1.4652	1.3811	0.0841	5.9%	0.0159	1.1%	46%	False	False	231,611
60	1.4875	1.3811	0.1064	7.5%	0.0163	1.1%	37%	False	False	154,728
80	1.4875	1.3811	0.1064	7.5%	0.0151	1.1%	37%	False	False	116,144
100	1.4875	1.3720	0.1155	8.1%	0.0138	1.0%	42%	False	False	92,956
120	1.4875	1.3395	0.1480	10.4%	0.0122	0.9%	54%	False	False	77,466

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	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4675
2.618	1.4499
1.618	1.4391
1.000	1.4324
0.618	1.4283
HIGH	1.4216
0.618	1.4175
0.500	1.4162
0.382	1.4149
LOW	1.4108
0.618	1.4041
1.000	1.4000
1.618	1.3933
2.618	1.3825
4.250	1.3649

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	1.4188	1.4168
PP	1.4175	1.4135
S1	1.4162	1.4102

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

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