CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 19-Oct-2009

Day Change Summary
	Previous	Current
	16-Oct-2009	19-Oct-2009	Change	Change %	Previous Week
Open	1.4947	1.4899	-0.0048	-0.3%	1.4678
High	1.4951	1.4950	-0.0001	0.0%	1.4951
Low	1.4852	1.4826	-0.0026	-0.2%	1.4678
Close	1.4887	1.4933	0.0046	0.3%	1.4887
Range	0.0099	0.0124	0.0025	25.3%	0.0273
ATR	0.0100	0.0102	0.0002	1.7%	0.0000
Volume	288	181	-107	-37.2%	1,453

Daily Pivots for day following 19-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5275	1.5228	1.5001
R3	1.5151	1.5104	1.4967
R2	1.5027	1.5027	1.4956
R1	1.4980	1.4980	1.4944	1.5004
PP	1.4903	1.4903	1.4903	1.4915
S1	1.4856	1.4856	1.4922	1.4880
S2	1.4779	1.4779	1.4910
S3	1.4655	1.4732	1.4899
S4	1.4531	1.4608	1.4865

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5658	1.5545	1.5037
R3	1.5385	1.5272	1.4962
R2	1.5112	1.5112	1.4937
R1	1.4999	1.4999	1.4912	1.5056
PP	1.4839	1.4839	1.4839	1.4867
S1	1.4726	1.4726	1.4862	1.4783
S2	1.4566	1.4566	1.4837
S3	1.4293	1.4453	1.4812
S4	1.4020	1.4180	1.4737

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4951	1.4760	0.0191	1.3%	0.0107	0.7%	91%	False	False	256
10	1.4951	1.4643	0.0308	2.1%	0.0102	0.7%	94%	False	False	264
20	1.4951	1.4480	0.0471	3.2%	0.0101	0.7%	96%	False	False	179

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.5477
2.618	1.5275
1.618	1.5151
1.000	1.5074
0.618	1.5027
HIGH	1.4950
0.618	1.4903
0.500	1.4888
0.382	1.4873
LOW	1.4826
0.618	1.4749
1.000	1.4702
1.618	1.4625
2.618	1.4501
4.250	1.4299

Fisher Pivots for day following 19-Oct-2009
Pivot	1 day	3 day
R1	1.4918	1.4918
PP	1.4903	1.4903
S1	1.4888	1.4889

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

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