CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	1.3542	1.3618	0.0076	0.6%	1.3611
High	1.3683	1.3651	-0.0032	-0.2%	1.3688
Low	1.3529	1.3458	-0.0071	-0.5%	1.3450
Close	1.3619	1.3573	-0.0046	-0.3%	1.3619
Range	0.0154	0.0193	0.0039	25.3%	0.0238
ATR	0.0142	0.0145	0.0004	2.6%	0.0000
Volume	6,313	7,921	1,608	25.5%	17,629

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4140	1.4049	1.3679
R3	1.3947	1.3856	1.3626
R2	1.3754	1.3754	1.3608
R1	1.3663	1.3663	1.3591	1.3612
PP	1.3561	1.3561	1.3561	1.3535
S1	1.3470	1.3470	1.3555	1.3419
S2	1.3368	1.3368	1.3538
S3	1.3175	1.3277	1.3520
S4	1.2982	1.3084	1.3467

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4300	1.4197	1.3750
R3	1.4062	1.3959	1.3684
R2	1.3824	1.3824	1.3663
R1	1.3721	1.3721	1.3641	1.3773
PP	1.3586	1.3586	1.3586	1.3611
S1	1.3483	1.3483	1.3597	1.3535
S2	1.3348	1.3348	1.3575
S3	1.3110	1.3245	1.3554
S4	1.2872	1.3007	1.3488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3688	1.3450	0.0238	1.8%	0.0156	1.2%	52%	False	False	4,656
10	1.3784	1.3441	0.0343	2.5%	0.0159	1.2%	38%	False	False	3,510
20	1.4017	1.3441	0.0576	4.2%	0.0149	1.1%	23%	False	False	2,162
40	1.4569	1.3441	0.1128	8.3%	0.0139	1.0%	12%	False	False	1,258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0038
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4471
2.618	1.4156
1.618	1.3963
1.000	1.3844
0.618	1.3770
HIGH	1.3651
0.618	1.3577
0.500	1.3555
0.382	1.3532
LOW	1.3458
0.618	1.3339
1.000	1.3265
1.618	1.3146
2.618	1.2953
4.250	1.2638

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	1.3567	1.3571
PP	1.3561	1.3569
S1	1.3555	1.3567

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

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