CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 14-Jan-2010

Day Change Summary
	Previous	Current
	13-Jan-2010	14-Jan-2010	Change	Change %	Previous Week
Open	1.4459	1.4535	0.0076	0.5%	1.4304
High	1.4569	1.4545	-0.0024	-0.2%	1.4476
Low	1.4457	1.4444	-0.0013	-0.1%	1.4255
Close	1.4506	1.4497	-0.0009	-0.1%	1.4410
Range	0.0112	0.0101	-0.0011	-9.8%	0.0221
ATR	0.0120	0.0119	-0.0001	-1.1%	0.0000
Volume	148	289	141	95.3%	1,399

Daily Pivots for day following 14-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4798	1.4749	1.4553
R3	1.4697	1.4648	1.4525
R2	1.4596	1.4596	1.4516
R1	1.4547	1.4547	1.4506	1.4521
PP	1.4495	1.4495	1.4495	1.4483
S1	1.4446	1.4446	1.4488	1.4420
S2	1.4394	1.4394	1.4478
S3	1.4293	1.4345	1.4469
S4	1.4192	1.4244	1.4441

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5043	1.4948	1.4532
R3	1.4822	1.4727	1.4471
R2	1.4601	1.4601	1.4451
R1	1.4506	1.4506	1.4430	1.4554
PP	1.4380	1.4380	1.4380	1.4404
S1	1.4285	1.4285	1.4390	1.4333
S2	1.4159	1.4159	1.4369
S3	1.3938	1.4064	1.4349
S4	1.3717	1.3843	1.4288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4569	1.4263	0.0306	2.1%	0.0119	0.8%	76%	False	False	303
10	1.4569	1.4255	0.0314	2.2%	0.0134	0.9%	77%	False	False	287
20	1.4578	1.4213	0.0365	2.5%	0.0121	0.8%	78%	False	False	253

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	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4974
2.618	1.4809
1.618	1.4708
1.000	1.4646
0.618	1.4607
HIGH	1.4545
0.618	1.4506
0.500	1.4495
0.382	1.4483
LOW	1.4444
0.618	1.4382
1.000	1.4343
1.618	1.4281
2.618	1.4180
4.250	1.4015

Fisher Pivots for day following 14-Jan-2010
Pivot	1 day	3 day
R1	1.4496	1.4507
PP	1.4495	1.4503
S1	1.4495	1.4500

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

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