CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 05-Feb-2010

Day Change Summary
	Previous	Current
	04-Feb-2010	05-Feb-2010	Change	Change %	Previous Week
Open	1.3892	1.3727	-0.0165	-1.2%	1.3861
High	1.3892	1.3740	-0.0152	-1.1%	1.4017
Low	1.3720	1.3585	-0.0135	-1.0%	1.3585
Close	1.3739	1.3632	-0.0107	-0.8%	1.3632
Range	0.0172	0.0155	-0.0017	-9.9%	0.0432
ATR	0.0120	0.0122	0.0003	2.1%	0.0000
Volume	592	1,035	443	74.8%	2,721

Daily Pivots for day following 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4117	1.4030	1.3717
R3	1.3962	1.3875	1.3675
R2	1.3807	1.3807	1.3660
R1	1.3720	1.3720	1.3646	1.3686
PP	1.3652	1.3652	1.3652	1.3636
S1	1.3565	1.3565	1.3618	1.3531
S2	1.3497	1.3497	1.3604
S3	1.3342	1.3410	1.3589
S4	1.3187	1.3255	1.3547

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5041	1.4768	1.3870
R3	1.4609	1.4336	1.3751
R2	1.4177	1.4177	1.3711
R1	1.3904	1.3904	1.3672	1.3825
PP	1.3745	1.3745	1.3745	1.3705
S1	1.3472	1.3472	1.3592	1.3393
S2	1.3313	1.3313	1.3553
S3	1.2881	1.3040	1.3513
S4	1.2449	1.2608	1.3394

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4017	1.3585	0.0432	3.2%	0.0125	0.9%	11%	False	True	544
10	1.4180	1.3585	0.0595	4.4%	0.0111	0.8%	8%	False	True	511
20	1.4569	1.3585	0.0984	7.2%	0.0123	0.9%	5%	False	True	422
40	1.4720	1.3585	0.1135	8.3%	0.0114	0.8%	4%	False	True	302

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4399
2.618	1.4146
1.618	1.3991
1.000	1.3895
0.618	1.3836
HIGH	1.3740
0.618	1.3681
0.500	1.3663
0.382	1.3644
LOW	1.3585
0.618	1.3489
1.000	1.3430
1.618	1.3334
2.618	1.3179
4.250	1.2926

Fisher Pivots for day following 05-Feb-2010
Pivot	1 day	3 day
R1	1.3663	1.3801
PP	1.3652	1.3745
S1	1.3642	1.3688

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

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