CME Euro FX (E) Future September 2010

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Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary Previous Current 23-Feb-2010 24-Feb-2010 Change Change % Previous Week Open 1.3668 1.3518 -0.0150 -1.1% 1.3583 High 1.3668 1.3518 -0.0150 -1.1% 1.3700 Low 1.3502 1.3518 0.0016 0.1% 1.3512 Close 1.3514 1.3518 0.0004 0.0% 1.3588 Range 0.0166 0.0000 -0.0166 -100.0% 0.0188 ATR 0.0076 0.0070 -0.0005 -6.8% 0.0000 Volume 2 3 1 50.0% 20
Daily Pivots for day following 24-Feb-2010 Classic Woodie Camarilla DeMark R4 1.3518 1.3518 1.3518 R3 1.3518 1.3518 1.3518 R2 1.3518 1.3518 1.3518 R1 1.3518 1.3518 1.3518 1.3518 PP 1.3518 1.3518 1.3518 1.3518 S1 1.3518 1.3518 1.3518 1.3518 S2 1.3518 1.3518 1.3518 S3 1.3518 1.3518 1.3518 S4 1.3518 1.3518 1.3518	Weekly Pivots for week ending 19-Feb-2010 Classic Woodie Camarilla DeMark R4 1.4164 1.4064 1.3691 R3 1.3976 1.3876 1.3640 R2 1.3788 1.3788 1.3622 R1 1.3688 1.3688 1.3605 1.3738 PP 1.3600 1.3600 1.3600 1.3625 S1 1.3500 1.3500 1.3571 1.3550 S2 1.3412 1.3412 1.3554 S3 1.3224 1.3312 1.3536 S4 1.3036 1.3124 1.3485
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3668 1.3502 0.0166 1.2% 0.0043 0.3% 10% False False 52 10 1.3740 1.3502 0.0238 1.8% 0.0033 0.2% 7% False False 28 20 1.4019 1.3502 0.0517 3.8% 0.0025 0.2% 3% False False 17
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.3518 2.618 1.3518 1.618 1.3518 1.000 1.3518 0.618 1.3518 HIGH 1.3518 0.618 1.3518 0.500 1.3518 0.382 1.3518 LOW 1.3518 0.618 1.3518 1.000 1.3518 1.618 1.3518 2.618 1.3518 4.250 1.3518
Fisher Pivots for day following 24-Feb-2010 Pivot 1 day 3 day R1 1.3518 1.3585 PP 1.3518 1.3563 S1 1.3518 1.3540

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