CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	1.3779	1.3736	-0.0043	-0.3%	1.3861
High	1.3809	1.3790	-0.0019	-0.1%	1.4017
Low	1.3675	1.3591	-0.0084	-0.6%	1.3585
Close	1.3732	1.3684	-0.0048	-0.3%	1.3632
Range	0.0134	0.0199	0.0065	48.5%	0.0432
ATR	0.0125	0.0131	0.0005	4.2%	0.0000
Volume	1,137	926	-211	-18.6%	2,721

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4285	1.4184	1.3793
R3	1.4086	1.3985	1.3739
R2	1.3887	1.3887	1.3720
R1	1.3786	1.3786	1.3702	1.3737
PP	1.3688	1.3688	1.3688	1.3664
S1	1.3587	1.3587	1.3666	1.3538
S2	1.3489	1.3489	1.3648
S3	1.3290	1.3388	1.3629
S4	1.3091	1.3189	1.3575

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	1.3834	1.3585	0.0249	1.8%	0.0153	1.1%	40%	False	False	1,025
10	1.4017	1.3585	0.0432	3.2%	0.0135	1.0%	23%	False	False	743
20	1.4545	1.3585	0.0960	7.0%	0.0128	0.9%	10%	False	False	566
40	1.4615	1.3585	0.1030	7.5%	0.0125	0.9%	10%	False	False	402

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.4636
2.618	1.4311
1.618	1.4112
1.000	1.3989
0.618	1.3913
HIGH	1.3790
0.618	1.3714
0.500	1.3691
0.382	1.3667
LOW	1.3591
0.618	1.3468
1.000	1.3392
1.618	1.3269
2.618	1.3070
4.250	1.2745

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	1.3691	1.3713
PP	1.3688	1.3703
S1	1.3686	1.3694

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

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