CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 28-Oct-2009

Day Change Summary
	Previous	Current
	27-Oct-2009	28-Oct-2009	Change	Change %	Previous Week
Open	1.4862	1.4806	-0.0056	-0.4%	1.4899
High	1.4912	1.4828	-0.0084	-0.6%	1.5050
Low	1.4761	1.4695	-0.0066	-0.4%	1.4826
Close	1.4799	1.4712	-0.0087	-0.6%	1.4992
Range	0.0151	0.0133	-0.0018	-11.9%	0.0224
ATR	0.0110	0.0112	0.0002	1.5%	0.0000
Volume	300	245	-55	-18.3%	980

Daily Pivots for day following 28-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5144	1.5061	1.4785
R3	1.5011	1.4928	1.4749
R2	1.4878	1.4878	1.4736
R1	1.4795	1.4795	1.4724	1.4770
PP	1.4745	1.4745	1.4745	1.4733
S1	1.4662	1.4662	1.4700	1.4637
S2	1.4612	1.4612	1.4688
S3	1.4479	1.4529	1.4675
S4	1.4346	1.4396	1.4639

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	1.4695	0.0355	2.4%	0.0127	0.9%	5%	False	True	229
10	1.5050	1.4695	0.0355	2.4%	0.0120	0.8%	5%	False	True	233
20	1.5050	1.4480	0.0570	3.9%	0.0111	0.8%	41%	False	False	224
40	1.5050	1.4236	0.0814	5.5%	0.0092	0.6%	58%	False	False	147

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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5393
2.618	1.5176
1.618	1.5043
1.000	1.4961
0.618	1.4910
HIGH	1.4828
0.618	1.4777
0.500	1.4762
0.382	1.4746
LOW	1.4695
0.618	1.4613
1.000	1.4562
1.618	1.4480
2.618	1.4347
4.250	1.4130

Fisher Pivots for day following 28-Oct-2009
Pivot	1 day	3 day
R1	1.4762	1.4867
PP	1.4745	1.4815
S1	1.4729	1.4764

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

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