CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 26-Oct-2009

Day Change Summary
	Previous	Current
	23-Oct-2009	26-Oct-2009	Change	Change %	Previous Week
Open	1.5038	1.5002	-0.0036	-0.2%	1.4899
High	1.5050	1.5038	-0.0012	-0.1%	1.5050
Low	1.4982	1.4843	-0.0139	-0.9%	1.4826
Close	1.4992	1.4850	-0.0142	-0.9%	1.4992
Range	0.0068	0.0195	0.0127	186.8%	0.0224
ATR	0.0100	0.0107	0.0007	6.8%	0.0000
Volume	305	162	-143	-46.9%	980

Daily Pivots for day following 26-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5495	1.5368	1.4957
R3	1.5300	1.5173	1.4904
R2	1.5105	1.5105	1.4886
R1	1.4978	1.4978	1.4868	1.4944
PP	1.4910	1.4910	1.4910	1.4894
S1	1.4783	1.4783	1.4832	1.4749
S2	1.4715	1.4715	1.4814
S3	1.4520	1.4588	1.4796
S4	1.4325	1.4393	1.4743

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5628	1.5534	1.5115
R3	1.5404	1.5310	1.5054
R2	1.5180	1.5180	1.5033
R1	1.5086	1.5086	1.5013	1.5133
PP	1.4956	1.4956	1.4956	1.4980
S1	1.4862	1.4862	1.4971	1.4909
S2	1.4732	1.4732	1.4951
S3	1.4508	1.4638	1.4930
S4	1.4284	1.4414	1.4869

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5050	1.4843	0.0207	1.4%	0.0116	0.8%	3%	False	True	192
10	1.5050	1.4760	0.0290	2.0%	0.0111	0.7%	31%	False	False	224
20	1.5050	1.4480	0.0570	3.8%	0.0103	0.7%	65%	False	False	203
40	1.5050	1.4200	0.0850	5.7%	0.0085	0.6%	76%	False	False	134

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 42 trading days

Fibonacci Retracements and Extensions
4.250	1.5867
2.618	1.5549
1.618	1.5354
1.000	1.5233
0.618	1.5159
HIGH	1.5038
0.618	1.4964
0.500	1.4941
0.382	1.4917
LOW	1.4843
0.618	1.4722
1.000	1.4648
1.618	1.4527
2.618	1.4332
4.250	1.4014

Fisher Pivots for day following 26-Oct-2009
Pivot	1 day	3 day
R1	1.4941	1.4947
PP	1.4910	1.4914
S1	1.4880	1.4882

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

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