CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	1.4875	1.4950	0.0075	0.5%	1.4865
High	1.4981	1.4950	-0.0031	-0.2%	1.5035
Low	1.4860	1.4834	-0.0026	-0.2%	1.4815
Close	1.4929	1.4907	-0.0022	-0.1%	1.4887
Range	0.0121	0.0116	-0.0005	-4.1%	0.0220
ATR	0.0127	0.0127	-0.0001	-0.6%	0.0000
Volume	1,140	1,137	-3	-0.3%	3,017

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5245	1.5192	1.4971
R3	1.5129	1.5076	1.4939
R2	1.5013	1.5013	1.4928
R1	1.4960	1.4960	1.4918	1.4929
PP	1.4897	1.4897	1.4897	1.4881
S1	1.4844	1.4844	1.4896	1.4813
S2	1.4781	1.4781	1.4886
S3	1.4665	1.4728	1.4875
S4	1.4549	1.4612	1.4843

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	1.5007	1.4800	0.0207	1.4%	0.0129	0.9%	52%	False	False	1,063
10	1.5035	1.4800	0.0235	1.6%	0.0122	0.8%	46%	False	False	785
20	1.5050	1.4625	0.0425	2.9%	0.0132	0.9%	66%	False	False	578
40	1.5050	1.4480	0.0570	3.8%	0.0115	0.8%	75%	False	False	385

Crabel Price Patterns
NR	True
NR4	True
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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5443
2.618	1.5254
1.618	1.5138
1.000	1.5066
0.618	1.5022
HIGH	1.4950
0.618	1.4906
0.500	1.4892
0.382	1.4878
LOW	1.4834
0.618	1.4762
1.000	1.4718
1.618	1.4646
2.618	1.4530
4.250	1.4341

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	1.4902	1.4902
PP	1.4897	1.4896
S1	1.4892	1.4891

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

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