CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	1.4718	1.4859	0.0141	1.0%	1.5002
High	1.4893	1.4905	0.0012	0.1%	1.5038
Low	1.4712	1.4807	0.0095	0.6%	1.4692
Close	1.4889	1.4860	-0.0029	-0.2%	1.4719
Range	0.0181	0.0098	-0.0083	-45.9%	0.0346
ATR	0.0126	0.0124	-0.0002	-1.6%	0.0000
Volume	772	807	35	4.5%	1,164

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5151	1.5104	1.4914
R3	1.5053	1.5006	1.4887
R2	1.4955	1.4955	1.4878
R1	1.4908	1.4908	1.4869	1.4932
PP	1.4857	1.4857	1.4857	1.4869
S1	1.4810	1.4810	1.4851	1.4834
S2	1.4759	1.4759	1.4842
S3	1.4661	1.4712	1.4833
S4	1.4563	1.4614	1.4806

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	1.4905	1.4625	0.0280	1.9%	0.0141	0.9%	84%	True	False	495
10	1.5050	1.4625	0.0425	2.9%	0.0141	0.9%	55%	False	False	371
20	1.5050	1.4625	0.0425	2.9%	0.0124	0.8%	55%	False	False	316
40	1.5050	1.4480	0.0570	3.8%	0.0107	0.7%	67%	False	False	211

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0024
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.5322
2.618	1.5162
1.618	1.5064
1.000	1.5003
0.618	1.4966
HIGH	1.4905
0.618	1.4868
0.500	1.4856
0.382	1.4844
LOW	1.4807
0.618	1.4746
1.000	1.4709
1.618	1.4648
2.618	1.4550
4.250	1.4391

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	1.4859	1.4828
PP	1.4857	1.4797
S1	1.4856	1.4765

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

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