CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 17-Feb-2010

Day Change Summary
	Previous	Current
	16-Feb-2010	17-Feb-2010	Change	Change %	Previous Week
Open	1.3613	1.3771	0.0158	1.2%	1.3628
High	1.3775	1.3784	0.0009	0.1%	1.3834
Low	1.3576	1.3583	0.0007	0.1%	1.3535
Close	1.3753	1.3613	-0.0140	-1.0%	1.3614
Range	0.0199	0.0201	0.0002	1.0%	0.0299
ATR	0.0137	0.0142	0.0005	3.3%	0.0000
Volume	2,066	2,558	492	23.8%	5,416

Daily Pivots for day following 17-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4263	1.4139	1.3724
R3	1.4062	1.3938	1.3668
R2	1.3861	1.3861	1.3650
R1	1.3737	1.3737	1.3631	1.3699
PP	1.3660	1.3660	1.3660	1.3641
S1	1.3536	1.3536	1.3595	1.3498
S2	1.3459	1.3459	1.3576
S3	1.3258	1.3335	1.3558
S4	1.3057	1.3134	1.3502

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	1.3809	1.3535	0.0274	2.0%	0.0177	1.3%	28%	False	False	1,601
10	1.4017	1.3535	0.0482	3.5%	0.0163	1.2%	16%	False	False	1,199
20	1.4277	1.3535	0.0742	5.5%	0.0135	1.0%	11%	False	False	825
40	1.4569	1.3535	0.1034	7.6%	0.0128	0.9%	8%	False	False	535

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	0.0022
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.4638
2.618	1.4310
1.618	1.4109
1.000	1.3985
0.618	1.3908
HIGH	1.3784
0.618	1.3707
0.500	1.3684
0.382	1.3660
LOW	1.3583
0.618	1.3459
1.000	1.3382
1.618	1.3258
2.618	1.3057
4.250	1.2729

Fisher Pivots for day following 17-Feb-2010
Pivot	1 day	3 day
R1	1.3684	1.3660
PP	1.3660	1.3644
S1	1.3637	1.3629

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

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