CME Euro FX (E) Future September 2011

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Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary Previous Current 28-Dec-2010 29-Dec-2010 Change Change % Previous Week Open 1.3186 1.3197 0.0011 0.1% 1.3061 High 1.3186 1.3197 0.0011 0.1% 1.3100 Low 1.3101 1.3197 0.0096 0.7% 1.3061 Close 1.3102 1.3197 0.0095 0.7% 1.3097 Range 0.0085 0.0000 -0.0085 -100.0% 0.0039 ATR 0.0060 0.0063 0.0002 4.1% 0.0000 Volume 1 3 2 200.0% 6
Daily Pivots for day following 29-Dec-2010 Classic Woodie Camarilla DeMark R4 1.3197 1.3197 1.3197 R3 1.3197 1.3197 1.3197 R2 1.3197 1.3197 1.3197 R1 1.3197 1.3197 1.3197 1.3197 PP 1.3197 1.3197 1.3197 1.3197 S1 1.3197 1.3197 1.3197 1.3197 S2 1.3197 1.3197 1.3197 S3 1.3197 1.3197 1.3197 S4 1.3197 1.3197 1.3197	Weekly Pivots for week ending 24-Dec-2010 Classic Woodie Camarilla DeMark R4 1.3203 1.3189 1.3118 R3 1.3164 1.3150 1.3108 R2 1.3125 1.3125 1.3104 R1 1.3111 1.3111 1.3101 1.3118 PP 1.3086 1.3086 1.3086 1.3090 S1 1.3072 1.3072 1.3093 1.3079 S2 1.3047 1.3047 1.3090 S3 1.3008 1.3033 1.3086 S4 1.2969 1.2994 1.3076
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3197 1.3070 0.0127 1.0% 0.0017 0.1% 100% True False 1 10 1.3300 1.3061 0.0239 1.8% 0.0015 0.1% 57% False False 3 20 1.3465 1.3061 0.0404 3.1% 0.0012 0.1% 34% False False 2
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 1.3197 2.618 1.3197 1.618 1.3197 1.000 1.3197 0.618 1.3197 HIGH 1.3197 0.618 1.3197 0.500 1.3197 0.382 1.3197 LOW 1.3197 0.618 1.3197 1.000 1.3197 1.618 1.3197 2.618 1.3197 4.250 1.3197
Fisher Pivots for day following 29-Dec-2010 Pivot 1 day 3 day R1 1.3197 1.3181 PP 1.3197 1.3165 S1 1.3197 1.3149

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