CME Euro FX (E) Future June 2011

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Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary Previous Current 24-Nov-2010 26-Nov-2010 Change Change % Previous Week Open 1.3334 1.3195 -0.0139 -1.0% 1.3600 High 1.3395 1.3220 -0.0175 -1.3% 1.3600 Low 1.3334 1.3195 -0.0139 -1.0% 1.3195 Close 1.3290 1.3229 -0.0061 -0.5% 1.3229 Range 0.0061 0.0025 -0.0036 -59.0% 0.0405 ATR 0.0094 0.0094 0.0000 0.1% 0.0000 Volume 37 10 -27 -73.0% 59
Daily Pivots for day following 26-Nov-2010 Classic Woodie Camarilla DeMark R4 1.3290 1.3284 1.3243 R3 1.3265 1.3259 1.3236 R2 1.3240 1.3240 1.3234 R1 1.3234 1.3234 1.3231 1.3237 PP 1.3215 1.3215 1.3215 1.3216 S1 1.3209 1.3209 1.3227 1.3212 S2 1.3190 1.3190 1.3224 S3 1.3165 1.3184 1.3222 S4 1.3140 1.3159 1.3215	Weekly Pivots for week ending 26-Nov-2010 Classic Woodie Camarilla DeMark R4 1.4556 1.4298 1.3452 R3 1.4151 1.3893 1.3340 R2 1.3746 1.3746 1.3303 R1 1.3488 1.3488 1.3266 1.3415 PP 1.3341 1.3341 1.3341 1.3305 S1 1.3083 1.3083 1.3192 1.3010 S2 1.2936 1.2936 1.3155 S3 1.2531 1.2678 1.3118 S4 1.2126 1.2273 1.3006
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3640 1.3195 0.0445 3.4% 0.0027 0.2% 8% False True 12 10 1.3690 1.3195 0.0495 3.7% 0.0024 0.2% 7% False True 9 20 1.4180 1.3195 0.0985 7.4% 0.0023 0.2% 3% False True 8 40 1.4180 1.3195 0.0985 7.4% 0.0015 0.1% 3% False True 6
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3326 2.618 1.3285 1.618 1.3260 1.000 1.3245 0.618 1.3235 HIGH 1.3220 0.618 1.3210 0.500 1.3208 0.382 1.3205 LOW 1.3195 0.618 1.3180 1.000 1.3170 1.618 1.3155 2.618 1.3130 4.250 1.3089
Fisher Pivots for day following 26-Nov-2010 Pivot 1 day 3 day R1 1.3222 1.3295 PP 1.3215 1.3273 S1 1.3208 1.3251

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