CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 05-Jan-2010

Day Change Summary
	Previous	Current
	04-Jan-2010	05-Jan-2010	Change	Change %	Previous Week
Open	1.4304	1.4433	0.0129	0.9%	1.4375
High	1.4441	1.4476	0.0035	0.2%	1.4453
Low	1.4255	1.4341	0.0086	0.6%	1.4272
Close	1.4406	1.4363	-0.0043	-0.3%	1.4330
Range	0.0186	0.0135	-0.0051	-27.4%	0.0181
ATR	0.0114	0.0115	0.0002	1.3%	0.0000
Volume	134	296	162	120.9%	455

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4798	1.4716	1.4437
R3	1.4663	1.4581	1.4400
R2	1.4528	1.4528	1.4388
R1	1.4446	1.4446	1.4375	1.4420
PP	1.4393	1.4393	1.4393	1.4380
S1	1.4311	1.4311	1.4351	1.4285
S2	1.4258	1.4258	1.4338
S3	1.4123	1.4176	1.4326
S4	1.3988	1.4041	1.4289

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4895	1.4793	1.4430
R3	1.4714	1.4612	1.4380
R2	1.4533	1.4533	1.4363
R1	1.4431	1.4431	1.4347	1.4392
PP	1.4352	1.4352	1.4352	1.4332
S1	1.4250	1.4250	1.4313	1.4211
S2	1.4171	1.4171	1.4297
S3	1.3990	1.4069	1.4280
S4	1.3809	1.3888	1.4230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4476	1.4255	0.0221	1.5%	0.0131	0.9%	49%	True	False	170
10	1.4476	1.4213	0.0263	1.8%	0.0109	0.8%	57%	True	False	152
20	1.4860	1.4213	0.0647	4.5%	0.0095	0.7%	23%	False	False	167

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5050
2.618	1.4829
1.618	1.4694
1.000	1.4611
0.618	1.4559
HIGH	1.4476
0.618	1.4424
0.500	1.4409
0.382	1.4393
LOW	1.4341
0.618	1.4258
1.000	1.4206
1.618	1.4123
2.618	1.3988
4.250	1.3767

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	1.4409	1.4366
PP	1.4393	1.4365
S1	1.4378	1.4364

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

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