CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 30-Mar-2010

Day Change Summary
	Previous	Current
	29-Mar-2010	30-Mar-2010	Change	Change %	Previous Week
Open	1.3480	1.3490	0.0010	0.1%	1.3521
High	1.3498	1.3527	0.0029	0.2%	1.3562
Low	1.3423	1.3398	-0.0025	-0.2%	1.3268
Close	1.3463	1.3420	-0.0043	-0.3%	1.3399
Range	0.0075	0.0129	0.0054	72.0%	0.0294
ATR	0.0099	0.0101	0.0002	2.1%	0.0000
Volume	492	165	-327	-66.5%	1,728

Daily Pivots for day following 30-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3835	1.3757	1.3491
R3	1.3706	1.3628	1.3455
R2	1.3577	1.3577	1.3444
R1	1.3499	1.3499	1.3432	1.3474
PP	1.3448	1.3448	1.3448	1.3436
S1	1.3370	1.3370	1.3408	1.3345
S2	1.3319	1.3319	1.3396
S3	1.3190	1.3241	1.3385
S4	1.3061	1.3112	1.3349

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4292	1.4139	1.3561
R3	1.3998	1.3845	1.3480
R2	1.3704	1.3704	1.3453
R1	1.3551	1.3551	1.3426	1.3481
PP	1.3410	1.3410	1.3410	1.3374
S1	1.3257	1.3257	1.3372	1.3187
S2	1.3116	1.3116	1.3345
S3	1.2822	1.2963	1.3318
S4	1.2528	1.2669	1.3237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3527	1.3268	0.0259	1.9%	0.0129	1.0%	59%	True	False	365
10	1.3812	1.3268	0.0544	4.1%	0.0117	0.9%	28%	False	False	483
20	1.3812	1.3268	0.0544	4.1%	0.0083	0.6%	28%	False	False	285
40	1.3940	1.3268	0.0672	5.0%	0.0062	0.5%	23%	False	False	151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4075
2.618	1.3865
1.618	1.3736
1.000	1.3656
0.618	1.3607
HIGH	1.3527
0.618	1.3478
0.500	1.3463
0.382	1.3447
LOW	1.3398
0.618	1.3318
1.000	1.3269
1.618	1.3189
2.618	1.3060
4.250	1.2850

Fisher Pivots for day following 30-Mar-2010
Pivot	1 day	3 day
R1	1.3463	1.3413
PP	1.3448	1.3406
S1	1.3434	1.3400

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

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