CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 01-Feb-2010

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	1.3947	1.3861	-0.0086	-0.6%	1.4143
High	1.3978	1.3926	-0.0052	-0.4%	1.4180
Low	1.3856	1.3849	-0.0007	-0.1%	1.3856
Close	1.3861	1.3916	0.0055	0.4%	1.3861
Range	0.0122	0.0077	-0.0045	-36.9%	0.0324
ATR	0.0119	0.0116	-0.0003	-2.5%	0.0000
Volume	616	517	-99	-16.1%	2,397

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4128	1.4099	1.3958
R3	1.4051	1.4022	1.3937
R2	1.3974	1.3974	1.3930
R1	1.3945	1.3945	1.3923	1.3960
PP	1.3897	1.3897	1.3897	1.3904
S1	1.3868	1.3868	1.3909	1.3883
S2	1.3820	1.3820	1.3902
S3	1.3743	1.3791	1.3895
S4	1.3666	1.3714	1.3874

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4938	1.4723	1.4039
R3	1.4614	1.4399	1.3950
R2	1.4290	1.4290	1.3920
R1	1.4075	1.4075	1.3891	1.4021
PP	1.3966	1.3966	1.3966	1.3938
S1	1.3751	1.3751	1.3831	1.3697
S2	1.3642	1.3642	1.3802
S3	1.3318	1.3427	1.3772
S4	1.2994	1.3103	1.3683

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4165	1.3849	0.0316	2.3%	0.0102	0.7%	21%	False	True	460
10	1.4402	1.3849	0.0553	4.0%	0.0115	0.8%	12%	False	True	454
20	1.4569	1.3849	0.0720	5.2%	0.0126	0.9%	9%	False	True	373

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.4253
2.618	1.4128
1.618	1.4051
1.000	1.4003
0.618	1.3974
HIGH	1.3926
0.618	1.3897
0.500	1.3888
0.382	1.3878
LOW	1.3849
0.618	1.3801
1.000	1.3772
1.618	1.3724
2.618	1.3647
4.250	1.3522

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	1.3907	1.3940
PP	1.3897	1.3932
S1	1.3888	1.3924

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

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