CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	1.3565	1.3608	0.0043	0.3%	1.3611
High	1.3619	1.3734	0.0115	0.8%	1.3688
Low	1.3433	1.3590	0.0157	1.2%	1.3450
Close	1.3598	1.3698	0.0100	0.7%	1.3619
Range	0.0186	0.0144	-0.0042	-22.6%	0.0238
ATR	0.0148	0.0148	0.0000	-0.2%	0.0000
Volume	6,075	6,745	670	11.0%	17,629

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4106	1.4046	1.3777
R3	1.3962	1.3902	1.3738
R2	1.3818	1.3818	1.3724
R1	1.3758	1.3758	1.3711	1.3788
PP	1.3674	1.3674	1.3674	1.3689
S1	1.3614	1.3614	1.3685	1.3644
S2	1.3530	1.3530	1.3672
S3	1.3386	1.3470	1.3658
S4	1.3242	1.3326	1.3619

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	1.3734	1.3433	0.0301	2.2%	0.0159	1.2%	88%	True	False	5,991
10	1.3734	1.3433	0.0301	2.2%	0.0152	1.1%	88%	True	False	4,330
20	1.4017	1.3433	0.0584	4.3%	0.0157	1.1%	45%	False	False	2,764
40	1.4569	1.3433	0.1136	8.3%	0.0139	1.0%	23%	False	False	1,571

Crabel Price Patterns
NR	True
NR4	True
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	0.0040
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4346
2.618	1.4111
1.618	1.3967
1.000	1.3878
0.618	1.3823
HIGH	1.3734
0.618	1.3679
0.500	1.3662
0.382	1.3645
LOW	1.3590
0.618	1.3501
1.000	1.3446
1.618	1.3357
2.618	1.3213
4.250	1.2978

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	1.3686	1.3660
PP	1.3674	1.3622
S1	1.3662	1.3584

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

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