CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 12-Oct-2009

Day Change Summary
	Previous	Current
	09-Oct-2009	12-Oct-2009	Change	Change %	Previous Week
Open	1.4750	1.4678	-0.0072	-0.5%	1.4624
High	1.4766	1.4798	0.0032	0.2%	1.4806
Low	1.4663	1.4678	0.0015	0.1%	1.4597
Close	1.4699	1.4779	0.0080	0.5%	1.4699
Range	0.0103	0.0120	0.0017	16.5%	0.0209
ATR	0.0095	0.0097	0.0002	1.9%	0.0000
Volume	483	351	-132	-27.3%	1,195

Daily Pivots for day following 12-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5112	1.5065	1.4845
R3	1.4992	1.4945	1.4812
R2	1.4872	1.4872	1.4801
R1	1.4825	1.4825	1.4790	1.4849
PP	1.4752	1.4752	1.4752	1.4763
S1	1.4705	1.4705	1.4768	1.4729
S2	1.4632	1.4632	1.4757
S3	1.4512	1.4585	1.4746
S4	1.4392	1.4465	1.4713

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5328	1.5222	1.4814
R3	1.5119	1.5013	1.4756
R2	1.4910	1.4910	1.4737
R1	1.4804	1.4804	1.4718	1.4857
PP	1.4701	1.4701	1.4701	1.4727
S1	1.4595	1.4595	1.4680	1.4648
S2	1.4492	1.4492	1.4661
S3	1.4283	1.4386	1.4642
S4	1.4074	1.4177	1.4584

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4806	1.4643	0.0163	1.1%	0.0096	0.7%	83%	False	False	271
10	1.4806	1.4480	0.0326	2.2%	0.0095	0.6%	92%	False	False	182
20	1.4840	1.4480	0.0360	2.4%	0.0093	0.6%	83%	False	False	144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.5308
2.618	1.5112
1.618	1.4992
1.000	1.4918
0.618	1.4872
HIGH	1.4798
0.618	1.4752
0.500	1.4738
0.382	1.4724
LOW	1.4678
0.618	1.4604
1.000	1.4558
1.618	1.4484
2.618	1.4364
4.250	1.4168

Fisher Pivots for day following 12-Oct-2009
Pivot	1 day	3 day
R1	1.4765	1.4764
PP	1.4752	1.4749
S1	1.4738	1.4735

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

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