CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 25-Sep-2009

Day Change Summary
	Previous	Current
	24-Sep-2009	25-Sep-2009	Change	Change %	Previous Week
Open	1.4760	1.4690	-0.0070	-0.5%	1.4625
High	1.4786	1.4708	-0.0078	-0.5%	1.4840
Low	1.4638	1.4627	-0.0011	-0.1%	1.4619
Close	1.4652	1.4663	0.0011	0.1%	1.4663
Range	0.0148	0.0081	-0.0067	-45.3%	0.0221
ATR	0.0084	0.0084	0.0000	-0.3%	0.0000
Volume	85	179	94	110.6%	669

Daily Pivots for day following 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4909	1.4867	1.4708
R3	1.4828	1.4786	1.4685
R2	1.4747	1.4747	1.4678
R1	1.4705	1.4705	1.4670	1.4686
PP	1.4666	1.4666	1.4666	1.4656
S1	1.4624	1.4624	1.4656	1.4605
S2	1.4585	1.4585	1.4648
S3	1.4504	1.4543	1.4641
S4	1.4423	1.4462	1.4618

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5370	1.5238	1.4785
R3	1.5149	1.5017	1.4724
R2	1.4928	1.4928	1.4704
R1	1.4796	1.4796	1.4683	1.4862
PP	1.4707	1.4707	1.4707	1.4741
S1	1.4575	1.4575	1.4643	1.4641
S2	1.4486	1.4486	1.4622
S3	1.4265	1.4354	1.4602
S4	1.4044	1.4133	1.4541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4840	1.4619	0.0221	1.5%	0.0106	0.7%	20%	False	False	133
10	1.4840	1.4540	0.0300	2.0%	0.0092	0.6%	41%	False	False	108
20	1.4840	1.4200	0.0640	4.4%	0.0062	0.4%	72%	False	False	62

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5052
2.618	1.4920
1.618	1.4839
1.000	1.4789
0.618	1.4758
HIGH	1.4708
0.618	1.4677
0.500	1.4668
0.382	1.4658
LOW	1.4627
0.618	1.4577
1.000	1.4546
1.618	1.4496
2.618	1.4415
4.250	1.4283

Fisher Pivots for day following 25-Sep-2009
Pivot	1 day	3 day
R1	1.4668	1.4734
PP	1.4666	1.4710
S1	1.4665	1.4687

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

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