CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	1.4162	1.4000	-0.0162	-1.1%	1.4490
High	1.4283	1.4149	-0.0134	-0.9%	1.4553
Low	1.3969	1.3991	0.0022	0.2%	1.4180
Close	1.3986	1.4089	0.0103	0.7%	1.4184
Range	0.0314	0.0158	-0.0156	-49.7%	0.0373
ATR	0.0169	0.0168	0.0000	-0.2%	0.0000
Volume	0	280,600	280,600		1,190,195

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4550	1.4478	1.4176
R3	1.4392	1.4320	1.4132
R2	1.4234	1.4234	1.4118
R1	1.4162	1.4162	1.4103	1.4198
PP	1.4076	1.4076	1.4076	1.4095
S1	1.4004	1.4004	1.4075	1.4040
S2	1.3918	1.3918	1.4060
S3	1.3760	1.3846	1.4046
S4	1.3602	1.3688	1.4002

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5425	1.5177	1.4389
R3	1.5052	1.4804	1.4287
R2	1.4679	1.4679	1.4252
R1	1.4431	1.4431	1.4218	1.4369
PP	1.4306	1.4306	1.4306	1.4274
S1	1.4058	1.4058	1.4150	1.3996
S2	1.3933	1.3933	1.4116
S3	1.3560	1.3685	1.4081
S4	1.3187	1.3312	1.3979

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4466	1.3969	0.0497	3.5%	0.0169	1.2%	24%	False	False	212,978
10	1.4553	1.3969	0.0584	4.1%	0.0152	1.1%	21%	False	False	239,417
20	1.4553	1.3969	0.0584	4.1%	0.0162	1.1%	21%	False	False	279,304
40	1.4553	1.3923	0.0630	4.5%	0.0174	1.2%	26%	False	False	325,307
60	1.4553	1.3811	0.0742	5.3%	0.0172	1.2%	37%	False	False	322,348
80	1.4652	1.3811	0.0841	6.0%	0.0166	1.2%	33%	False	False	253,257
100	1.4875	1.3811	0.1064	7.6%	0.0167	1.2%	26%	False	False	202,764
120	1.4875	1.3811	0.1064	7.6%	0.0157	1.1%	26%	False	False	169,030

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4821
2.618	1.4563
1.618	1.4405
1.000	1.4307
0.618	1.4247
HIGH	1.4149
0.618	1.4089
0.500	1.4070
0.382	1.4051
LOW	1.3991
0.618	1.3893
1.000	1.3833
1.618	1.3735
2.618	1.3577
4.250	1.3320

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	1.4083	1.4128
PP	1.4076	1.4115
S1	1.4070	1.4102

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

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