CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	1.4555	1.4605	0.0050	0.3%	1.4625
High	1.4578	1.4660	0.0082	0.6%	1.4840
Low	1.4523	1.4591	0.0068	0.5%	1.4619
Close	1.4566	1.4642	0.0076	0.5%	1.4663
Range	0.0055	0.0069	0.0014	25.5%	0.0221
ATR	0.0083	0.0084	0.0001	0.9%	0.0000
Volume	42	76	34	81.0%	669

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4838	1.4809	1.4680
R3	1.4769	1.4740	1.4661
R2	1.4700	1.4700	1.4655
R1	1.4671	1.4671	1.4648	1.4686
PP	1.4631	1.4631	1.4631	1.4638
S1	1.4602	1.4602	1.4636	1.4617
S2	1.4562	1.4562	1.4629
S3	1.4493	1.4533	1.4623
S4	1.4424	1.4464	1.4604

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	1.4786	1.4523	0.0263	1.8%	0.0087	0.6%	45%	False	False	86
10	1.4840	1.4523	0.0317	2.2%	0.0085	0.6%	38%	False	False	100
20	1.4840	1.4236	0.0604	4.1%	0.0073	0.5%	67%	False	False	70

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4953
2.618	1.4841
1.618	1.4772
1.000	1.4729
0.618	1.4703
HIGH	1.4660
0.618	1.4634
0.500	1.4626
0.382	1.4617
LOW	1.4591
0.618	1.4548
1.000	1.4522
1.618	1.4479
2.618	1.4410
4.250	1.4298

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	1.4637	1.4625
PP	1.4631	1.4608
S1	1.4626	1.4592

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

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