CME Euro FX (E) Future December 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	1.3526	1.3649	0.0123	0.9%	1.3618
High	1.3526	1.3649	0.0123	0.9%	1.3750
Low	1.3526	1.3649	0.0123	0.9%	1.3513
Close	1.3556	1.3649	0.0093	0.7%	1.3513
Range
ATR
Volume	1	1	0	0.0%	57

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3649	1.3649	1.3649
R3	1.3649	1.3649	1.3649
R2	1.3649	1.3649	1.3649
R1	1.3649	1.3649	1.3649	1.3649
PP	1.3649	1.3649	1.3649	1.3649
S1	1.3649	1.3649	1.3649	1.3649
S2	1.3649	1.3649	1.3649
S3	1.3649	1.3649	1.3649
S4	1.3649	1.3649	1.3649

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4303	1.4145	1.3643
R3	1.4066	1.3908	1.3578
R2	1.3829	1.3829	1.3556
R1	1.3671	1.3671	1.3535	1.3632
PP	1.3592	1.3592	1.3592	1.3572
S1	1.3434	1.3434	1.3491	1.3395
S2	1.3355	1.3355	1.3470
S3	1.3118	1.3197	1.3448
S4	1.2881	1.2960	1.3383

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3649	1.3513	0.0136	1.0%	0.0004	0.0%	100%	True	False	5
10	1.3750	1.3513	0.0237	1.7%	0.0014	0.1%	57%	False	False	10

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	1.3649
2.618	1.3649
1.618	1.3649
1.000	1.3649
0.618	1.3649
HIGH	1.3649
0.618	1.3649
0.500	1.3649
0.382	1.3649
LOW	1.3649
0.618	1.3649
1.000	1.3649
1.618	1.3649
2.618	1.3649
4.250	1.3649

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	1.3649	1.3629
PP	1.3649	1.3608
S1	1.3649	1.3588

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

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