CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 23-Mar-2010

Day Change Summary
	Previous	Current
	22-Mar-2010	23-Mar-2010	Change	Change %	Previous Week
Open	1.3521	1.3558	0.0037	0.3%	1.3770
High	1.3562	1.3562	0.0000	0.0%	1.3812
Low	1.3468	1.3478	0.0010	0.1%	1.3506
Close	1.3542	1.3488	-0.0054	-0.4%	1.3534
Range	0.0094	0.0084	-0.0010	-10.6%	0.0306
ATR	0.0088	0.0088	0.0000	-0.3%	0.0000
Volume	319	241	-78	-24.5%	2,636

Daily Pivots for day following 23-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3761	1.3709	1.3534
R3	1.3677	1.3625	1.3511
R2	1.3593	1.3593	1.3503
R1	1.3541	1.3541	1.3496	1.3525
PP	1.3509	1.3509	1.3509	1.3502
S1	1.3457	1.3457	1.3480	1.3441
S2	1.3425	1.3425	1.3473
S3	1.3341	1.3373	1.3465
S4	1.3257	1.3289	1.3442

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	2.6%	0.0106	0.8%	6%	False	False	602
10	1.3812	1.3468	0.0344	2.6%	0.0102	0.8%	6%	False	False	324
20	1.3812	1.3436	0.0376	2.8%	0.0068	0.5%	14%	False	False	195
40	1.4050	1.3436	0.0614	4.6%	0.0047	0.4%	8%	False	False	106

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3919
2.618	1.3782
1.618	1.3698
1.000	1.3646
0.618	1.3614
HIGH	1.3562
0.618	1.3530
0.500	1.3520
0.382	1.3510
LOW	1.3478
0.618	1.3426
1.000	1.3394
1.618	1.3342
2.618	1.3258
4.250	1.3121

Fisher Pivots for day following 23-Mar-2010
Pivot	1 day	3 day
R1	1.3520	1.3547
PP	1.3509	1.3527
S1	1.3499	1.3508

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

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