CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	1.3558	1.3494	-0.0064	-0.5%	1.3770
High	1.3562	1.3494	-0.0068	-0.5%	1.3812
Low	1.3478	1.3313	-0.0165	-1.2%	1.3506
Close	1.3488	1.3337	-0.0151	-1.1%	1.3534
Range	0.0084	0.0181	0.0097	115.5%	0.0306
ATR	0.0088	0.0094	0.0007	7.6%	0.0000
Volume	241	240	-1	-0.4%	2,636

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3924	1.3812	1.3437
R3	1.3743	1.3631	1.3387
R2	1.3562	1.3562	1.3370
R1	1.3450	1.3450	1.3354	1.3416
PP	1.3381	1.3381	1.3381	1.3364
S1	1.3269	1.3269	1.3320	1.3235
S2	1.3200	1.3200	1.3304
S3	1.3019	1.3088	1.3287
S4	1.2838	1.2907	1.3237

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4535	1.4341	1.3702
R3	1.4229	1.4035	1.3618
R2	1.3923	1.3923	1.3590
R1	1.3729	1.3729	1.3562	1.3673
PP	1.3617	1.3617	1.3617	1.3590
S1	1.3423	1.3423	1.3506	1.3367
S2	1.3311	1.3311	1.3478
S3	1.3005	1.3117	1.3450
S4	1.2699	1.2811	1.3366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3738	1.3313	0.0425	3.2%	0.0125	0.9%	6%	False	True	503
10	1.3812	1.3313	0.0499	3.7%	0.0108	0.8%	5%	False	True	348
20	1.3812	1.3313	0.0499	3.7%	0.0077	0.6%	5%	False	True	207
40	1.4019	1.3313	0.0706	5.3%	0.0051	0.4%	3%	False	True	112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.4263
2.618	1.3968
1.618	1.3787
1.000	1.3675
0.618	1.3606
HIGH	1.3494
0.618	1.3425
0.500	1.3404
0.382	1.3382
LOW	1.3313
0.618	1.3201
1.000	1.3132
1.618	1.3020
2.618	1.2839
4.250	1.2544

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	1.3404	1.3438
PP	1.3381	1.3404
S1	1.3359	1.3371

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

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