CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	1.4100	1.4062	-0.0038	-0.3%	1.4367
High	1.4135	1.4175	0.0040	0.3%	1.4402
Low	1.4022	1.4062	0.0040	0.3%	1.4022
Close	1.4099	1.4130	0.0031	0.2%	1.4130
Range	0.0113	0.0113	0.0000	0.0%	0.0380
ATR	0.0129	0.0128	-0.0001	-0.9%	0.0000
Volume	532	509	-23	-4.3%	1,633

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4461	1.4409	1.4192
R3	1.4348	1.4296	1.4161
R2	1.4235	1.4235	1.4151
R1	1.4183	1.4183	1.4140	1.4209
PP	1.4122	1.4122	1.4122	1.4136
S1	1.4070	1.4070	1.4120	1.4096
S2	1.4009	1.4009	1.4109
S3	1.3896	1.3957	1.4099
S4	1.3783	1.3844	1.4068

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5325	1.5107	1.4339
R3	1.4945	1.4727	1.4235
R2	1.4565	1.4565	1.4200
R1	1.4347	1.4347	1.4165	1.4266
PP	1.4185	1.4185	1.4185	1.4144
S1	1.3967	1.3967	1.4095	1.3886
S2	1.3805	1.3805	1.4060
S3	1.3425	1.3587	1.4026
S4	1.3045	1.3207	1.3921

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4499	1.4022	0.0477	3.4%	0.0149	1.1%	23%	False	False	365
10	1.4569	1.4022	0.0547	3.9%	0.0134	1.0%	20%	False	False	334
20	1.4569	1.4022	0.0547	3.9%	0.0126	0.9%	20%	False	False	266

Crabel Price Patterns
NR	False
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	0.0014

Fibonacci Retracements and Extensions
4.250	1.4655
2.618	1.4471
1.618	1.4358
1.000	1.4288
0.618	1.4245
HIGH	1.4175
0.618	1.4132
0.500	1.4119
0.382	1.4105
LOW	1.4062
0.618	1.3992
1.000	1.3949
1.618	1.3879
2.618	1.3766
4.250	1.3582

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	1.4126	1.4150
PP	1.4122	1.4143
S1	1.4119	1.4137

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

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