CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	1.3333	1.3278	-0.0055	-0.4%	1.3521
High	1.3378	1.3420	0.0042	0.3%	1.3562
Low	1.3268	1.3272	0.0004	0.0%	1.3268
Close	1.3291	1.3399	0.0108	0.8%	1.3399
Range	0.0110	0.0148	0.0038	34.5%	0.0294
ATR	0.0095	0.0099	0.0004	3.9%	0.0000
Volume	470	458	-12	-2.6%	1,728

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3808	1.3751	1.3480
R3	1.3660	1.3603	1.3440
R2	1.3512	1.3512	1.3426
R1	1.3455	1.3455	1.3413	1.3484
PP	1.3364	1.3364	1.3364	1.3378
S1	1.3307	1.3307	1.3385	1.3336
S2	1.3216	1.3216	1.3372
S3	1.3068	1.3159	1.3358
S4	1.2920	1.3011	1.3318

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4292	1.4139	1.3561
R3	1.3998	1.3845	1.3480
R2	1.3704	1.3704	1.3453
R1	1.3551	1.3551	1.3426	1.3481
PP	1.3410	1.3410	1.3410	1.3374
S1	1.3257	1.3257	1.3372	1.3187
S2	1.3116	1.3116	1.3345
S3	1.2822	1.2963	1.3318
S4	1.2528	1.2669	1.3237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3562	1.3268	0.0294	2.2%	0.0123	0.9%	45%	False	False	345
10	1.3812	1.3268	0.0544	4.1%	0.0122	0.9%	24%	False	False	436
20	1.3812	1.3268	0.0544	4.1%	0.0087	0.6%	24%	False	False	253
40	1.3940	1.3268	0.0672	5.0%	0.0058	0.4%	19%	False	False	135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4049
2.618	1.3807
1.618	1.3659
1.000	1.3568
0.618	1.3511
HIGH	1.3420
0.618	1.3363
0.500	1.3346
0.382	1.3329
LOW	1.3272
0.618	1.3181
1.000	1.3124
1.618	1.3033
2.618	1.2885
4.250	1.2643

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	1.3381	1.3393
PP	1.3364	1.3387
S1	1.3346	1.3381

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

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