CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	1.3494	1.3333	-0.0161	-1.2%	1.3770
High	1.3494	1.3378	-0.0116	-0.9%	1.3812
Low	1.3313	1.3268	-0.0045	-0.3%	1.3506
Close	1.3337	1.3291	-0.0046	-0.3%	1.3534
Range	0.0181	0.0110	-0.0071	-39.2%	0.0306
ATR	0.0094	0.0095	0.0001	1.2%	0.0000
Volume	240	470	230	95.8%	2,636

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3642	1.3577	1.3352
R3	1.3532	1.3467	1.3321
R2	1.3422	1.3422	1.3311
R1	1.3357	1.3357	1.3301	1.3335
PP	1.3312	1.3312	1.3312	1.3301
S1	1.3247	1.3247	1.3281	1.3225
S2	1.3202	1.3202	1.3271
S3	1.3092	1.3137	1.3261
S4	1.2982	1.3027	1.3231

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	1.3625	1.3268	0.0357	2.7%	0.0118	0.9%	6%	False	True	443
10	1.3812	1.3268	0.0544	4.1%	0.0117	0.9%	4%	False	True	392
20	1.3812	1.3268	0.0544	4.1%	0.0083	0.6%	4%	False	True	230
40	1.3961	1.3268	0.0693	5.2%	0.0054	0.4%	3%	False	True	124

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3846
2.618	1.3666
1.618	1.3556
1.000	1.3488
0.618	1.3446
HIGH	1.3378
0.618	1.3336
0.500	1.3323
0.382	1.3310
LOW	1.3268
0.618	1.3200
1.000	1.3158
1.618	1.3090
2.618	1.2980
4.250	1.2801

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	1.3323	1.3415
PP	1.3312	1.3374
S1	1.3302	1.3332

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

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