CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	1.4980	1.4922	-0.0058	-0.4%	1.4678
High	1.4980	1.5035	0.0055	0.4%	1.4951
Low	1.4877	1.4910	0.0033	0.2%	1.4678
Close	1.4916	1.5025	0.0109	0.7%	1.4887
Range	0.0103	0.0125	0.0022	21.4%	0.0273
ATR	0.0102	0.0104	0.0002	1.6%	0.0000
Volume	73	288	215	294.5%	1,453

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5365	1.5320	1.5094
R3	1.5240	1.5195	1.5059
R2	1.5115	1.5115	1.5048
R1	1.5070	1.5070	1.5036	1.5093
PP	1.4990	1.4990	1.4990	1.5001
S1	1.4945	1.4945	1.5014	1.4968
S2	1.4865	1.4865	1.5002
S3	1.4740	1.4820	1.4991
S4	1.4615	1.4695	1.4956

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	1.5035	1.4826	0.0209	1.4%	0.0113	0.8%	95%	True	False	238
10	1.5035	1.4663	0.0372	2.5%	0.0108	0.7%	97%	True	False	282
20	1.5035	1.4480	0.0555	3.7%	0.0101	0.7%	98%	True	False	189

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	0.0014
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.5566
2.618	1.5362
1.618	1.5237
1.000	1.5160
0.618	1.5112
HIGH	1.5035
0.618	1.4987
0.500	1.4973
0.382	1.4958
LOW	1.4910
0.618	1.4833
1.000	1.4785
1.618	1.4708
2.618	1.4583
4.250	1.4379

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	1.5008	1.4994
PP	1.4990	1.4962
S1	1.4973	1.4931

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

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