CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	1.4781	1.4842	0.0061	0.4%	1.4624
High	1.4864	1.4935	0.0071	0.5%	1.4806
Low	1.4760	1.4842	0.0082	0.6%	1.4597
Close	1.4811	1.4894	0.0083	0.6%	1.4699
Range	0.0104	0.0093	-0.0011	-10.6%	0.0209
ATR	0.0097	0.0099	0.0002	2.0%	0.0000
Volume	231	219	-12	-5.2%	1,195

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5169	1.5125	1.4945
R3	1.5076	1.5032	1.4920
R2	1.4983	1.4983	1.4911
R1	1.4939	1.4939	1.4903	1.4961
PP	1.4890	1.4890	1.4890	1.4902
S1	1.4846	1.4846	1.4885	1.4868
S2	1.4797	1.4797	1.4877
S3	1.4704	1.4753	1.4868
S4	1.4611	1.4660	1.4843

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	1.4935	1.4663	0.0272	1.8%	0.0103	0.7%	85%	True	False	326
10	1.4935	1.4480	0.0455	3.1%	0.0102	0.7%	91%	True	False	215
20	1.4935	1.4480	0.0455	3.1%	0.0094	0.6%	91%	True	False	157

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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5330
2.618	1.5178
1.618	1.5085
1.000	1.5028
0.618	1.4992
HIGH	1.4935
0.618	1.4899
0.500	1.4889
0.382	1.4878
LOW	1.4842
0.618	1.4785
1.000	1.4749
1.618	1.4692
2.618	1.4599
4.250	1.4447

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	1.4892	1.4865
PP	1.4890	1.4836
S1	1.4889	1.4807

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

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