CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	1.3770	1.3653	-0.0117	-0.8%	1.3629
High	1.3770	1.3778	0.0008	0.1%	1.3805
Low	1.3642	1.3653	0.0011	0.1%	1.3550
Close	1.3670	1.3755	0.0085	0.6%	1.3754
Range	0.0128	0.0125	-0.0003	-2.3%	0.0255
ATR	0.0075	0.0079	0.0004	4.7%	0.0000
Volume	34	148	114	335.3%	162

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4104	1.4054	1.3824
R3	1.3979	1.3929	1.3789
R2	1.3854	1.3854	1.3778
R1	1.3804	1.3804	1.3766	1.3829
PP	1.3729	1.3729	1.3729	1.3741
S1	1.3679	1.3679	1.3744	1.3704
S2	1.3604	1.3604	1.3732
S3	1.3479	1.3554	1.3721
S4	1.3354	1.3429	1.3686

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4468	1.4366	1.3894
R3	1.4213	1.4111	1.3824
R2	1.3958	1.3958	1.3801
R1	1.3856	1.3856	1.3777	1.3907
PP	1.3703	1.3703	1.3703	1.3729
S1	1.3601	1.3601	1.3731	1.3652
S2	1.3448	1.3448	1.3707
S3	1.3193	1.3346	1.3684
S4	1.2938	1.3091	1.3614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3805	1.3550	0.0255	1.9%	0.0097	0.7%	80%	False	False	47
10	1.3805	1.3550	0.0255	1.9%	0.0049	0.4%	80%	False	False	86
20	1.3805	1.3436	0.0369	2.7%	0.0053	0.4%	86%	False	False	58

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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4309
2.618	1.4105
1.618	1.3980
1.000	1.3903
0.618	1.3855
HIGH	1.3778
0.618	1.3730
0.500	1.3716
0.382	1.3701
LOW	1.3653
0.618	1.3576
1.000	1.3528
1.618	1.3451
2.618	1.3326
4.250	1.3122

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	1.3742	1.3745
PP	1.3729	1.3734
S1	1.3716	1.3724

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

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