CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 18-Feb-2010

Day Change Summary
	Previous	Current
	17-Feb-2010	18-Feb-2010	Change	Change %	Previous Week
Open	1.3771	1.3599	-0.0172	-1.2%	1.3628
High	1.3784	1.3650	-0.0134	-1.0%	1.3834
Low	1.3583	1.3494	-0.0089	-0.7%	1.3535
Close	1.3613	1.3614	0.0001	0.0%	1.3614
Range	0.0201	0.0156	-0.0045	-22.4%	0.0299
ATR	0.0142	0.0143	0.0001	0.7%	0.0000
Volume	2,558	1,934	-624	-24.4%	5,416

Daily Pivots for day following 18-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4054	1.3990	1.3700
R3	1.3898	1.3834	1.3657
R2	1.3742	1.3742	1.3643
R1	1.3678	1.3678	1.3628	1.3710
PP	1.3586	1.3586	1.3586	1.3602
S1	1.3522	1.3522	1.3600	1.3554
S2	1.3430	1.3430	1.3585
S3	1.3274	1.3366	1.3571
S4	1.3118	1.3210	1.3528

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4558	1.4385	1.3778
R3	1.4259	1.4086	1.3696
R2	1.3960	1.3960	1.3669
R1	1.3787	1.3787	1.3641	1.3724
PP	1.3661	1.3661	1.3661	1.3630
S1	1.3488	1.3488	1.3587	1.3425
S2	1.3362	1.3362	1.3559
S3	1.3063	1.3189	1.3532
S4	1.2764	1.2890	1.3450

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3790	1.3494	0.0296	2.2%	0.0182	1.3%	41%	False	True	1,761
10	1.3892	1.3494	0.0398	2.9%	0.0165	1.2%	30%	False	True	1,360
20	1.4180	1.3494	0.0686	5.0%	0.0133	1.0%	17%	False	True	906
40	1.4569	1.3494	0.1075	7.9%	0.0129	0.9%	11%	False	True	568

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	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4313
2.618	1.4058
1.618	1.3902
1.000	1.3806
0.618	1.3746
HIGH	1.3650
0.618	1.3590
0.500	1.3572
0.382	1.3554
LOW	1.3494
0.618	1.3398
1.000	1.3338
1.618	1.3242
2.618	1.3086
4.250	1.2831

Fisher Pivots for day following 18-Feb-2010
Pivot	1 day	3 day
R1	1.3600	1.3639
PP	1.3586	1.3631
S1	1.3572	1.3622

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

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