CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	1.3861	1.3910	0.0049	0.4%	1.4143
High	1.3926	1.3968	0.0042	0.3%	1.4180
Low	1.3849	1.3885	0.0036	0.3%	1.3856
Close	1.3916	1.3959	0.0043	0.3%	1.3861
Range	0.0077	0.0083	0.0006	7.8%	0.0324
ATR	0.0116	0.0114	-0.0002	-2.0%	0.0000
Volume	517	246	-271	-52.4%	2,397

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4186	1.4156	1.4005
R3	1.4103	1.4073	1.3982
R2	1.4020	1.4020	1.3974
R1	1.3990	1.3990	1.3967	1.4005
PP	1.3937	1.3937	1.3937	1.3945
S1	1.3907	1.3907	1.3951	1.3922
S2	1.3854	1.3854	1.3944
S3	1.3771	1.3824	1.3936
S4	1.3688	1.3741	1.3913

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	1.4077	1.3849	0.0228	1.6%	0.0093	0.7%	48%	False	False	467
10	1.4277	1.3849	0.0428	3.1%	0.0108	0.8%	26%	False	False	451
20	1.4569	1.3849	0.0720	5.2%	0.0121	0.9%	15%	False	False	378

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4321
2.618	1.4185
1.618	1.4102
1.000	1.4051
0.618	1.4019
HIGH	1.3968
0.618	1.3936
0.500	1.3927
0.382	1.3917
LOW	1.3885
0.618	1.3834
1.000	1.3802
1.618	1.3751
2.618	1.3668
4.250	1.3532

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	1.3948	1.3944
PP	1.3937	1.3929
S1	1.3927	1.3914

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

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