CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 05-Oct-2009

Day Change Summary
	Previous	Current
	02-Oct-2009	05-Oct-2009	Change	Change %	Previous Week
Open	1.4524	1.4624	0.0100	0.7%	1.4611
High	1.4630	1.4650	0.0020	0.1%	1.4660
Low	1.4480	1.4597	0.0117	0.8%	1.4480
Close	1.4583	1.4656	0.0073	0.5%	1.4583
Range	0.0150	0.0053	-0.0097	-64.7%	0.0180
ATR	0.0093	0.0091	-0.0002	-2.0%	0.0000
Volume	73	187	114	156.2%	329

Daily Pivots for day following 05-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4793	1.4778	1.4685
R3	1.4740	1.4725	1.4671
R2	1.4687	1.4687	1.4666
R1	1.4672	1.4672	1.4661	1.4680
PP	1.4634	1.4634	1.4634	1.4638
S1	1.4619	1.4619	1.4651	1.4627
S2	1.4581	1.4581	1.4646
S3	1.4528	1.4566	1.4641
S4	1.4475	1.4513	1.4627

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5114	1.5029	1.4682
R3	1.4934	1.4849	1.4633
R2	1.4754	1.4754	1.4616
R1	1.4669	1.4669	1.4600	1.4622
PP	1.4574	1.4574	1.4574	1.4551
S1	1.4489	1.4489	1.4567	1.4442
S2	1.4394	1.4394	1.4550
S3	1.4214	1.4309	1.4534
S4	1.4034	1.4129	1.4484

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4660	1.4480	0.0180	1.2%	0.0094	0.6%	98%	False	False	93
10	1.4840	1.4480	0.0360	2.5%	0.0101	0.7%	49%	False	False	95
20	1.4840	1.4352	0.0488	3.3%	0.0090	0.6%	62%	False	False	87

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.4875
2.618	1.4789
1.618	1.4736
1.000	1.4703
0.618	1.4683
HIGH	1.4650
0.618	1.4630
0.500	1.4624
0.382	1.4617
LOW	1.4597
0.618	1.4564
1.000	1.4544
1.618	1.4511
2.618	1.4458
4.250	1.4372

Fisher Pivots for day following 05-Oct-2009
Pivot	1 day	3 day
R1	1.4645	1.4627
PP	1.4634	1.4598
S1	1.4624	1.4569

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

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