CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 13-May-2010

Day Change Summary
	Previous	Current
	12-May-2010	13-May-2010	Change	Change %	Previous Week
Open	1.2636	1.2633	-0.0003	0.0%	1.3333
High	1.2742	1.2687	-0.0055	-0.4%	1.3335
Low	1.2607	1.2516	-0.0091	-0.7%	1.2525
Close	1.2634	1.2565	-0.0069	-0.5%	1.2740
Range	0.0135	0.0171	0.0036	26.7%	0.0810
ATR	0.0173	0.0173	0.0000	-0.1%	0.0000
Volume	425,029	315,250	-109,779	-25.8%	2,479,165

Daily Pivots for day following 13-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3102	1.3005	1.2659
R3	1.2931	1.2834	1.2612
R2	1.2760	1.2760	1.2596
R1	1.2663	1.2663	1.2581	1.2626
PP	1.2589	1.2589	1.2589	1.2571
S1	1.2492	1.2492	1.2549	1.2455
S2	1.2418	1.2418	1.2534
S3	1.2247	1.2321	1.2518
S4	1.2076	1.2150	1.2471

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5297	1.4828	1.3186
R3	1.4487	1.4018	1.2963
R2	1.3677	1.3677	1.2889
R1	1.3208	1.3208	1.2814	1.3038
PP	1.2867	1.2867	1.2867	1.2781
S1	1.2398	1.2398	1.2666	1.2228
S2	1.2057	1.2057	1.2592
S3	1.1247	1.1588	1.2517
S4	1.0437	1.0778	1.2295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3097	1.2516	0.0581	4.6%	0.0202	1.6%	8%	False	True	569,706
10	1.3344	1.2516	0.0828	6.6%	0.0207	1.6%	6%	False	True	485,916
20	1.3583	1.2516	0.1067	8.5%	0.0170	1.4%	5%	False	True	430,755
40	1.3742	1.2516	0.1226	9.8%	0.0147	1.2%	4%	False	True	362,198
60	1.3819	1.2516	0.1303	10.4%	0.0142	1.1%	4%	False	True	262,546
80	1.4277	1.2516	0.1761	14.0%	0.0140	1.1%	3%	False	True	197,116
100	1.4569	1.2516	0.2053	16.3%	0.0137	1.1%	2%	False	True	157,742

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0042
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3414
2.618	1.3135
1.618	1.2964
1.000	1.2858
0.618	1.2793
HIGH	1.2687
0.618	1.2622
0.500	1.2602
0.382	1.2581
LOW	1.2516
0.618	1.2410
1.000	1.2345
1.618	1.2239
2.618	1.2068
4.250	1.1789

Fisher Pivots for day following 13-May-2010
Pivot	1 day	3 day
R1	1.2602	1.2660
PP	1.2589	1.2628
S1	1.2577	1.2597

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

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