CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	1.3606	1.3521	-0.0085	-0.6%	1.3770
High	1.3625	1.3562	-0.0063	-0.5%	1.3812
Low	1.3506	1.3468	-0.0038	-0.3%	1.3506
Close	1.3534	1.3542	0.0008	0.1%	1.3534
Range	0.0119	0.0094	-0.0025	-21.0%	0.0306
ATR	0.0087	0.0088	0.0000	0.5%	0.0000
Volume	947	319	-628	-66.3%	2,636

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3806	1.3768	1.3594
R3	1.3712	1.3674	1.3568
R2	1.3618	1.3618	1.3559
R1	1.3580	1.3580	1.3551	1.3599
PP	1.3524	1.3524	1.3524	1.3534
S1	1.3486	1.3486	1.3533	1.3505
S2	1.3430	1.3430	1.3525
S3	1.3336	1.3392	1.3516
S4	1.3242	1.3298	1.3490

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	1.3468	0.0344	2.5%	0.0114	0.8%	22%	False	True	584
10	1.3812	1.3468	0.0344	2.5%	0.0093	0.7%	22%	False	True	301
20	1.3812	1.3436	0.0376	2.8%	0.0073	0.5%	28%	False	False	183
40	1.4136	1.3436	0.0700	5.2%	0.0045	0.3%	15%	False	False	100

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3962
2.618	1.3808
1.618	1.3714
1.000	1.3656
0.618	1.3620
HIGH	1.3562
0.618	1.3526
0.500	1.3515
0.382	1.3504
LOW	1.3468
0.618	1.3410
1.000	1.3374
1.618	1.3316
2.618	1.3222
4.250	1.3069

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	1.3533	1.3603
PP	1.3524	1.3583
S1	1.3515	1.3562

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

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