CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 07-Jan-2010

Day Change Summary
	Previous	Current
	06-Jan-2010	07-Jan-2010	Change	Change %	Previous Week
Open	1.4346	1.4409	0.0063	0.4%	1.4375
High	1.4428	1.4443	0.0015	0.1%	1.4453
Low	1.4280	1.4300	0.0020	0.1%	1.4272
Close	1.4404	1.4320	-0.0084	-0.6%	1.4330
Range	0.0148	0.0143	-0.0005	-3.4%	0.0181
ATR	0.0118	0.0119	0.0002	1.5%	0.0000
Volume	252	529	277	109.9%	455

Daily Pivots for day following 07-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4783	1.4695	1.4399
R3	1.4640	1.4552	1.4359
R2	1.4497	1.4497	1.4346
R1	1.4409	1.4409	1.4333	1.4382
PP	1.4354	1.4354	1.4354	1.4341
S1	1.4266	1.4266	1.4307	1.4239
S2	1.4211	1.4211	1.4294
S3	1.4068	1.4123	1.4281
S4	1.3925	1.3980	1.4241

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%	0.0148	1.0%	29%	False	False	271
10	1.4476	1.4246	0.0230	1.6%	0.0117	0.8%	32%	False	False	198
20	1.4720	1.4213	0.0507	3.5%	0.0105	0.7%	21%	False	False	181

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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5051
2.618	1.4817
1.618	1.4674
1.000	1.4586
0.618	1.4531
HIGH	1.4443
0.618	1.4388
0.500	1.4372
0.382	1.4355
LOW	1.4300
0.618	1.4212
1.000	1.4157
1.618	1.4069
2.618	1.3926
4.250	1.3692

Fisher Pivots for day following 07-Jan-2010
Pivot	1 day	3 day
R1	1.4372	1.4378
PP	1.4354	1.4359
S1	1.4337	1.4339

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

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