CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 08-Feb-2010

Day Change Summary
	Previous	Current
	05-Feb-2010	08-Feb-2010	Change	Change %	Previous Week
Open	1.3727	1.3628	-0.0099	-0.7%	1.3861
High	1.3740	1.3709	-0.0031	-0.2%	1.4017
Low	1.3585	1.3621	0.0036	0.3%	1.3585
Close	1.3632	1.3668	0.0036	0.3%	1.3632
Range	0.0155	0.0088	-0.0067	-43.2%	0.0432
ATR	0.0122	0.0120	-0.0002	-2.0%	0.0000
Volume	1,035	1,346	311	30.0%	2,721

Daily Pivots for day following 08-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3930	1.3887	1.3716
R3	1.3842	1.3799	1.3692
R2	1.3754	1.3754	1.3684
R1	1.3711	1.3711	1.3676	1.3733
PP	1.3666	1.3666	1.3666	1.3677
S1	1.3623	1.3623	1.3660	1.3645
S2	1.3578	1.3578	1.3652
S3	1.3490	1.3535	1.3644
S4	1.3402	1.3447	1.3620

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%	0.0127	0.9%	19%	False	False	710
10	1.4165	1.3585	0.0580	4.2%	0.0115	0.8%	14%	False	False	585
20	1.4569	1.3585	0.0984	7.2%	0.0118	0.9%	8%	False	False	480
40	1.4715	1.3585	0.1130	8.3%	0.0115	0.8%	7%	False	False	335

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4083
2.618	1.3939
1.618	1.3851
1.000	1.3797
0.618	1.3763
HIGH	1.3709
0.618	1.3675
0.500	1.3665
0.382	1.3655
LOW	1.3621
0.618	1.3567
1.000	1.3533
1.618	1.3479
2.618	1.3391
4.250	1.3247

Fisher Pivots for day following 08-Feb-2010
Pivot	1 day	3 day
R1	1.3667	1.3739
PP	1.3666	1.3715
S1	1.3665	1.3692

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

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