CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	1.4972	1.4844	-0.0128	-0.9%	1.4865
High	1.5005	1.4922	-0.0083	-0.6%	1.5035
Low	1.4815	1.4821	0.0006	0.0%	1.4815
Close	1.4857	1.4887	0.0030	0.2%	1.4887
Range	0.0190	0.0101	-0.0089	-46.8%	0.0220
ATR	0.0124	0.0122	-0.0002	-1.3%	0.0000
Volume	501	891	390	77.8%	3,017

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5180	1.5134	1.4943
R3	1.5079	1.5033	1.4915
R2	1.4978	1.4978	1.4906
R1	1.4932	1.4932	1.4896	1.4955
PP	1.4877	1.4877	1.4877	1.4888
S1	1.4831	1.4831	1.4878	1.4854
S2	1.4776	1.4776	1.4868
S3	1.4675	1.4730	1.4859
S4	1.4574	1.4629	1.4831

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5572	1.5450	1.5008
R3	1.5352	1.5230	1.4948
R2	1.5132	1.5132	1.4927
R1	1.5010	1.5010	1.4907	1.5071
PP	1.4912	1.4912	1.4912	1.4943
S1	1.4790	1.4790	1.4867	1.4851
S2	1.4692	1.4692	1.4847
S3	1.4472	1.4570	1.4827
S4	1.4252	1.4350	1.4766

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5035	1.4815	0.0220	1.5%	0.0118	0.8%	33%	False	False	603
10	1.5035	1.4625	0.0410	2.8%	0.0125	0.8%	64%	False	False	567
20	1.5050	1.4625	0.0425	2.9%	0.0126	0.8%	62%	False	False	391
40	1.5050	1.4480	0.0570	3.8%	0.0112	0.8%	71%	False	False	286

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5351
2.618	1.5186
1.618	1.5085
1.000	1.5023
0.618	1.4984
HIGH	1.4922
0.618	1.4883
0.500	1.4872
0.382	1.4860
LOW	1.4821
0.618	1.4759
1.000	1.4720
1.618	1.4658
2.618	1.4557
4.250	1.4392

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	1.4882	1.4925
PP	1.4877	1.4912
S1	1.4872	1.4900

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

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