CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	1.4710	1.4759	0.0049	0.3%	1.5002
High	1.4835	1.4787	-0.0048	-0.3%	1.5038
Low	1.4710	1.4625	-0.0085	-0.6%	1.4692
Close	1.4745	1.4695	-0.0050	-0.3%	1.4719
Range	0.0125	0.0162	0.0037	29.6%	0.0346
ATR	0.0117	0.0120	0.0003	2.7%	0.0000
Volume	574	97	-477	-83.1%	1,164

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5188	1.5104	1.4784
R3	1.5026	1.4942	1.4740
R2	1.4864	1.4864	1.4725
R1	1.4780	1.4780	1.4710	1.4741
PP	1.4702	1.4702	1.4702	1.4683
S1	1.4618	1.4618	1.4680	1.4579
S2	1.4540	1.4540	1.4665
S3	1.4378	1.4456	1.4650
S4	1.4216	1.4294	1.4606

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5854	1.5633	1.4909
R3	1.5508	1.5287	1.4814
R2	1.5162	1.5162	1.4782
R1	1.4941	1.4941	1.4751	1.4879
PP	1.4816	1.4816	1.4816	1.4785
S1	1.4595	1.4595	1.4687	1.4533
S2	1.4470	1.4470	1.4656
S3	1.4124	1.4249	1.4624
S4	1.3778	1.3903	1.4529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4848	1.4625	0.0223	1.5%	0.0143	1.0%	31%	False	True	274
10	1.5050	1.4625	0.0425	2.9%	0.0134	0.9%	16%	False	True	256
20	1.5050	1.4625	0.0425	2.9%	0.0119	0.8%	16%	False	True	260
40	1.5050	1.4480	0.0570	3.9%	0.0103	0.7%	38%	False	False	175

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.5476
2.618	1.5211
1.618	1.5049
1.000	1.4949
0.618	1.4887
HIGH	1.4787
0.618	1.4725
0.500	1.4706
0.382	1.4687
LOW	1.4625
0.618	1.4525
1.000	1.4463
1.618	1.4363
2.618	1.4201
4.250	1.3937

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	1.4706	1.4731
PP	1.4702	1.4719
S1	1.4699	1.4707

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

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