CME Euro FX (E) Future December 2010

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Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary Previous Current 30-Mar-2010 31-Mar-2010 Change Change % Previous Week Open 1.3497 1.3530 0.0033 0.2% 1.3560 High 1.3497 1.3530 0.0033 0.2% 1.3560 Low 1.3403 1.3530 0.0127 0.9% 1.3273 Close 1.3420 1.3509 0.0089 0.7% 1.3399 Range 0.0094 0.0000 -0.0094 -100.0% 0.0287 ATR 0.0074 0.0077 0.0003 3.5% 0.0000 Volume 10 3 -7 -70.0% 17
Daily Pivots for day following 31-Mar-2010 Classic Woodie Camarilla DeMark R4 1.3523 1.3516 1.3509 R3 1.3523 1.3516 1.3509 R2 1.3523 1.3523 1.3509 R1 1.3516 1.3516 1.3509 1.3520 PP 1.3523 1.3523 1.3523 1.3525 S1 1.3516 1.3516 1.3509 1.3520 S2 1.3523 1.3523 1.3509 S3 1.3523 1.3516 1.3509 S4 1.3523 1.3516 1.3509	Weekly Pivots for week ending 26-Mar-2010 Classic Woodie Camarilla DeMark R4 1.4272 1.4122 1.3557 R3 1.3985 1.3835 1.3478 R2 1.3698 1.3698 1.3452 R1 1.3548 1.3548 1.3425 1.3480 PP 1.3411 1.3411 1.3411 1.3376 S1 1.3261 1.3261 1.3373 1.3193 S2 1.3124 1.3124 1.3346 S3 1.2837 1.2974 1.3320 S4 1.2550 1.2687 1.3241
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3530 1.3273 0.0257 1.9% 0.0031 0.2% 92% True False 4 10 1.3600 1.3273 0.0327 2.4% 0.0025 0.2% 72% False False 3 20 1.3765 1.3273 0.0492 3.6% 0.0012 0.1% 48% False False 3
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3530 2.618 1.3530 1.618 1.3530 1.000 1.3530 0.618 1.3530 HIGH 1.3530 0.618 1.3530 0.500 1.3530 0.382 1.3530 LOW 1.3530 0.618 1.3530 1.000 1.3530 1.618 1.3530 2.618 1.3530 4.250 1.3530
Fisher Pivots for day following 31-Mar-2010 Pivot 1 day 3 day R1 1.3530 1.3495 PP 1.3523 1.3481 S1 1.3516 1.3467

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