CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	1.3736	1.3688	-0.0048	-0.3%	1.3628
High	1.3790	1.3689	-0.0101	-0.7%	1.3834
Low	1.3591	1.3535	-0.0056	-0.4%	1.3535
Close	1.3684	1.3614	-0.0070	-0.5%	1.3614
Range	0.0199	0.0154	-0.0045	-22.6%	0.0299
ATR	0.0131	0.0132	0.0002	1.3%	0.0000
Volume	926	1,322	396	42.8%	5,416

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4075	1.3998	1.3699
R3	1.3921	1.3844	1.3656
R2	1.3767	1.3767	1.3642
R1	1.3690	1.3690	1.3628	1.3652
PP	1.3613	1.3613	1.3613	1.3593
S1	1.3536	1.3536	1.3600	1.3498
S2	1.3459	1.3459	1.3586
S3	1.3305	1.3382	1.3572
S4	1.3151	1.3228	1.3529

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4558	1.4385	1.3778
R3	1.4259	1.4086	1.3696
R2	1.3960	1.3960	1.3669
R1	1.3787	1.3787	1.3641	1.3724
PP	1.3661	1.3661	1.3661	1.3630
S1	1.3488	1.3488	1.3587	1.3425
S2	1.3362	1.3362	1.3559
S3	1.3063	1.3189	1.3532
S4	1.2764	1.2890	1.3450

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3834	1.3535	0.0299	2.2%	0.0152	1.1%	26%	False	True	1,083
10	1.4017	1.3535	0.0482	3.5%	0.0139	1.0%	16%	False	True	813
20	1.4499	1.3535	0.0964	7.1%	0.0131	1.0%	8%	False	True	617
40	1.4578	1.3535	0.1043	7.7%	0.0126	0.9%	8%	False	True	435

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4344
2.618	1.4092
1.618	1.3938
1.000	1.3843
0.618	1.3784
HIGH	1.3689
0.618	1.3630
0.500	1.3612
0.382	1.3594
LOW	1.3535
0.618	1.3440
1.000	1.3381
1.618	1.3286
2.618	1.3132
4.250	1.2881

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	1.3613	1.3672
PP	1.3613	1.3653
S1	1.3612	1.3633

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

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