CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 28-Sep-2009

Day Change Summary
	Previous	Current
	25-Sep-2009	28-Sep-2009	Change	Change %	Previous Week
Open	1.4690	1.4611	-0.0079	-0.5%	1.4625
High	1.4708	1.4651	-0.0057	-0.4%	1.4840
Low	1.4627	1.4570	-0.0057	-0.4%	1.4619
Close	1.4663	1.4589	-0.0074	-0.5%	1.4663
Range	0.0081	0.0081	0.0000	0.0%	0.0221
ATR	0.0084	0.0085	0.0001	0.8%	0.0000
Volume	179	51	-128	-71.5%	669

Daily Pivots for day following 28-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4846	1.4799	1.4634
R3	1.4765	1.4718	1.4611
R2	1.4684	1.4684	1.4604
R1	1.4637	1.4637	1.4596	1.4620
PP	1.4603	1.4603	1.4603	1.4595
S1	1.4556	1.4556	1.4582	1.4539
S2	1.4522	1.4522	1.4574
S3	1.4441	1.4475	1.4567
S4	1.4360	1.4394	1.4544

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	1.4570	0.0270	1.9%	0.0107	0.7%	7%	False	True	98
10	1.4840	1.4567	0.0273	1.9%	0.0091	0.6%	8%	False	False	106
20	1.4840	1.4200	0.0640	4.4%	0.0066	0.5%	61%	False	False	64

Crabel Price Patterns
NR	False
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	0.0020

Fibonacci Retracements and Extensions
4.250	1.4995
2.618	1.4863
1.618	1.4782
1.000	1.4732
0.618	1.4701
HIGH	1.4651
0.618	1.4620
0.500	1.4611
0.382	1.4601
LOW	1.4570
0.618	1.4520
1.000	1.4489
1.618	1.4439
2.618	1.4358
4.250	1.4226

Fisher Pivots for day following 28-Sep-2009
Pivot	1 day	3 day
R1	1.4611	1.4678
PP	1.4603	1.4648
S1	1.4596	1.4619

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

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