CME Euro FX (E) Future September 2010

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Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary Previous Current 05-Mar-2010 08-Mar-2010 Change Change % Previous Week Open 1.3617 1.3629 0.0012 0.1% 1.3589 High 1.3617 1.3629 0.0012 0.1% 1.3643 Low 1.3617 1.3629 0.0012 0.1% 1.3436 Close 1.3617 1.3629 0.0012 0.1% 1.3617 Range ATR 0.0072 0.0068 -0.0004 -6.0% 0.0000 Volume 106 106 0 0.0% 543
Daily Pivots for day following 08-Mar-2010 Classic Woodie Camarilla DeMark R4 1.3629 1.3629 1.3629 R3 1.3629 1.3629 1.3629 R2 1.3629 1.3629 1.3629 R1 1.3629 1.3629 1.3629 1.3629 PP 1.3629 1.3629 1.3629 1.3629 S1 1.3629 1.3629 1.3629 1.3629 S2 1.3629 1.3629 1.3629 S3 1.3629 1.3629 1.3629 S4 1.3629 1.3629 1.3629	Weekly Pivots for week ending 05-Mar-2010 Classic Woodie Camarilla DeMark R4 1.4186 1.4109 1.3731 R3 1.3979 1.3902 1.3674 R2 1.3772 1.3772 1.3655 R1 1.3695 1.3695 1.3636 1.3734 PP 1.3565 1.3565 1.3565 1.3585 S1 1.3488 1.3488 1.3598 1.3527 S2 1.3358 1.3358 1.3579 S3 1.3151 1.3281 1.3560 S4 1.2944 1.3074 1.3503
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3643 1.3436 0.0207 1.5% 0.0039 0.3% 93% False False 127 10 1.3668 1.3436 0.0232 1.7% 0.0052 0.4% 83% False False 66 20 1.3800 1.3436 0.0364 2.7% 0.0034 0.3% 53% False False 47
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.3629 2.618 1.3629 1.618 1.3629 1.000 1.3629 0.618 1.3629 HIGH 1.3629 0.618 1.3629 0.500 1.3629 0.382 1.3629 LOW 1.3629 0.618 1.3629 1.000 1.3629 1.618 1.3629 2.618 1.3629 4.250 1.3629
Fisher Pivots for day following 08-Mar-2010 Pivot 1 day 3 day R1 1.3629 1.3630 PP 1.3629 1.3630 S1 1.3629 1.3629

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