CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	1.3734	1.3606	-0.0128	-0.9%	1.3770
High	1.3738	1.3625	-0.0113	-0.8%	1.3812
Low	1.3589	1.3506	-0.0083	-0.6%	1.3506
Close	1.3618	1.3534	-0.0084	-0.6%	1.3534
Range	0.0149	0.0119	-0.0030	-20.1%	0.0306
ATR	0.0085	0.0087	0.0002	2.8%	0.0000
Volume	772	947	175	22.7%	2,636

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3912	1.3842	1.3599
R3	1.3793	1.3723	1.3567
R2	1.3674	1.3674	1.3556
R1	1.3604	1.3604	1.3545	1.3580
PP	1.3555	1.3555	1.3555	1.3543
S1	1.3485	1.3485	1.3523	1.3461
S2	1.3436	1.3436	1.3512
S3	1.3317	1.3366	1.3501
S4	1.3198	1.3247	1.3469

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4535	1.4341	1.3702
R3	1.4229	1.4035	1.3618
R2	1.3923	1.3923	1.3590
R1	1.3729	1.3729	1.3562	1.3673
PP	1.3617	1.3617	1.3617	1.3590
S1	1.3423	1.3423	1.3506	1.3367
S2	1.3311	1.3311	1.3478
S3	1.3005	1.3117	1.3450
S4	1.2699	1.2811	1.3366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3812	1.3506	0.0306	2.3%	0.0121	0.9%	9%	False	True	527
10	1.3812	1.3506	0.0306	2.3%	0.0084	0.6%	9%	False	True	279
20	1.3812	1.3436	0.0376	2.8%	0.0070	0.5%	26%	False	False	180
40	1.4136	1.3436	0.0700	5.2%	0.0043	0.3%	14%	False	False	93

Crabel Price Patterns
NR	True
NR4	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4131
2.618	1.3937
1.618	1.3818
1.000	1.3744
0.618	1.3699
HIGH	1.3625
0.618	1.3580
0.500	1.3566
0.382	1.3551
LOW	1.3506
0.618	1.3432
1.000	1.3387
1.618	1.3313
2.618	1.3194
4.250	1.3000

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	1.3566	1.3659
PP	1.3555	1.3617
S1	1.3545	1.3576

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

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