CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	1.4409	1.4297	-0.0112	-0.8%	1.4304
High	1.4443	1.4434	-0.0009	-0.1%	1.4476
Low	1.4300	1.4263	-0.0037	-0.3%	1.4255
Close	1.4320	1.4410	0.0090	0.6%	1.4410
Range	0.0143	0.0171	0.0028	19.6%	0.0221
ATR	0.0119	0.0123	0.0004	3.1%	0.0000
Volume	529	188	-341	-64.5%	1,399

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4882	1.4817	1.4504
R3	1.4711	1.4646	1.4457
R2	1.4540	1.4540	1.4441
R1	1.4475	1.4475	1.4426	1.4508
PP	1.4369	1.4369	1.4369	1.4385
S1	1.4304	1.4304	1.4394	1.4337
S2	1.4198	1.4198	1.4379
S3	1.4027	1.4133	1.4363
S4	1.3856	1.3962	1.4316

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5043	1.4948	1.4532
R3	1.4822	1.4727	1.4471
R2	1.4601	1.4601	1.4451
R1	1.4506	1.4506	1.4430	1.4554
PP	1.4380	1.4380	1.4380	1.4404
S1	1.4285	1.4285	1.4390	1.4333
S2	1.4159	1.4159	1.4369
S3	1.3938	1.4064	1.4349
S4	1.3717	1.3843	1.4288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4476	1.4255	0.0221	1.5%	0.0157	1.1%	70%	False	False	279
10	1.4476	1.4255	0.0221	1.5%	0.0123	0.9%	70%	False	False	196
20	1.4715	1.4213	0.0502	3.5%	0.0112	0.8%	39%	False	False	189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5161
2.618	1.4882
1.618	1.4711
1.000	1.4605
0.618	1.4540
HIGH	1.4434
0.618	1.4369
0.500	1.4349
0.382	1.4328
LOW	1.4263
0.618	1.4157
1.000	1.4092
1.618	1.3986
2.618	1.3815
4.250	1.3536

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	1.4390	1.4391
PP	1.4369	1.4372
S1	1.4349	1.4353

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

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