CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	1.3910	1.3965	0.0055	0.4%	1.4143
High	1.3968	1.4017	0.0049	0.4%	1.4180
Low	1.3885	1.3881	-0.0004	0.0%	1.3856
Close	1.3959	1.3898	-0.0061	-0.4%	1.3861
Range	0.0083	0.0136	0.0053	63.9%	0.0324
ATR	0.0114	0.0115	0.0002	1.4%	0.0000
Volume	246	331	85	34.6%	2,397

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4340	1.4255	1.3973
R3	1.4204	1.4119	1.3935
R2	1.4068	1.4068	1.3923
R1	1.3983	1.3983	1.3910	1.3958
PP	1.3932	1.3932	1.3932	1.3919
S1	1.3847	1.3847	1.3886	1.3822
S2	1.3796	1.3796	1.3873
S3	1.3660	1.3711	1.3861
S4	1.3524	1.3575	1.3823

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	1.4030	1.3849	0.0181	1.3%	0.0103	0.7%	27%	False	False	456
10	1.4180	1.3849	0.0331	2.4%	0.0101	0.7%	15%	False	False	453
20	1.4569	1.3849	0.0720	5.2%	0.0121	0.9%	7%	False	False	380
40	1.4860	1.3849	0.1011	7.3%	0.0108	0.8%	5%	False	False	274

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.4595
2.618	1.4373
1.618	1.4237
1.000	1.4153
0.618	1.4101
HIGH	1.4017
0.618	1.3965
0.500	1.3949
0.382	1.3933
LOW	1.3881
0.618	1.3797
1.000	1.3745
1.618	1.3661
2.618	1.3525
4.250	1.3303

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	1.3949	1.3933
PP	1.3932	1.3921
S1	1.3915	1.3910

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

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