CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	1.5002	1.4862	-0.0140	-0.9%	1.4899
High	1.5038	1.4912	-0.0126	-0.8%	1.5050
Low	1.4843	1.4761	-0.0082	-0.6%	1.4826
Close	1.4850	1.4799	-0.0051	-0.3%	1.4992
Range	0.0195	0.0151	-0.0044	-22.6%	0.0224
ATR	0.0107	0.0110	0.0003	3.0%	0.0000
Volume	162	300	138	85.2%	980

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5277	1.5189	1.4882
R3	1.5126	1.5038	1.4841
R2	1.4975	1.4975	1.4827
R1	1.4887	1.4887	1.4813	1.4856
PP	1.4824	1.4824	1.4824	1.4808
S1	1.4736	1.4736	1.4785	1.4705
S2	1.4673	1.4673	1.4771
S3	1.4522	1.4585	1.4757
S4	1.4371	1.4434	1.4716

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	1.4761	0.0289	2.0%	0.0125	0.8%	13%	False	True	237
10	1.5050	1.4761	0.0289	2.0%	0.0116	0.8%	13%	False	True	231
20	1.5050	1.4480	0.0570	3.9%	0.0108	0.7%	56%	False	False	216
40	1.5050	1.4200	0.0850	5.7%	0.0089	0.6%	70%	False	False	141

Crabel Price Patterns
NR	True
NR4	False
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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5554
2.618	1.5307
1.618	1.5156
1.000	1.5063
0.618	1.5005
HIGH	1.4912
0.618	1.4854
0.500	1.4837
0.382	1.4819
LOW	1.4761
0.618	1.4668
1.000	1.4610
1.618	1.4517
2.618	1.4366
4.250	1.4119

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	1.4837	1.4906
PP	1.4824	1.4870
S1	1.4812	1.4835

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

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