CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	1.3772	1.3734	-0.0038	-0.3%	1.3629
High	1.3812	1.3738	-0.0074	-0.5%	1.3805
Low	1.3727	1.3589	-0.0138	-1.0%	1.3550
Close	1.3751	1.3618	-0.0133	-1.0%	1.3754
Range	0.0085	0.0149	0.0064	75.3%	0.0255
ATR	0.0079	0.0085	0.0006	7.5%	0.0000
Volume	735	772	37	5.0%	162

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4095	1.4006	1.3700
R3	1.3946	1.3857	1.3659
R2	1.3797	1.3797	1.3645
R1	1.3708	1.3708	1.3632	1.3678
PP	1.3648	1.3648	1.3648	1.3634
S1	1.3559	1.3559	1.3604	1.3529
S2	1.3499	1.3499	1.3591
S3	1.3350	1.3410	1.3577
S4	1.3201	1.3261	1.3536

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4468	1.4366	1.3894
R3	1.4213	1.4111	1.3824
R2	1.3958	1.3958	1.3801
R1	1.3856	1.3856	1.3777	1.3907
PP	1.3703	1.3703	1.3703	1.3729
S1	1.3601	1.3601	1.3731	1.3652
S2	1.3448	1.3448	1.3707
S3	1.3193	1.3346	1.3684
S4	1.2938	1.3091	1.3614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3812	1.3589	0.0223	1.6%	0.0116	0.9%	13%	False	True	341
10	1.3812	1.3550	0.0262	1.9%	0.0072	0.5%	26%	False	False	195
20	1.3812	1.3436	0.0376	2.8%	0.0064	0.5%	48%	False	False	133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.4371
2.618	1.4128
1.618	1.3979
1.000	1.3887
0.618	1.3830
HIGH	1.3738
0.618	1.3681
0.500	1.3664
0.382	1.3646
LOW	1.3589
0.618	1.3497
1.000	1.3440
1.618	1.3348
2.618	1.3199
4.250	1.2956

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	1.3664	1.3701
PP	1.3648	1.3673
S1	1.3633	1.3646

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

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