CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 29-Mar-2010

Day Change Summary
	Previous	Current
	26-Mar-2010	29-Mar-2010	Change	Change %	Previous Week
Open	1.3278	1.3480	0.0202	1.5%	1.3521
High	1.3420	1.3498	0.0078	0.6%	1.3562
Low	1.3272	1.3423	0.0151	1.1%	1.3268
Close	1.3399	1.3463	0.0064	0.5%	1.3399
Range	0.0148	0.0075	-0.0073	-49.3%	0.0294
ATR	0.0099	0.0099	0.0000	0.0%	0.0000
Volume	458	492	34	7.4%	1,728

Daily Pivots for day following 29-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3686	1.3650	1.3504
R3	1.3611	1.3575	1.3484
R2	1.3536	1.3536	1.3477
R1	1.3500	1.3500	1.3470	1.3481
PP	1.3461	1.3461	1.3461	1.3452
S1	1.3425	1.3425	1.3456	1.3406
S2	1.3386	1.3386	1.3449
S3	1.3311	1.3350	1.3442
S4	1.3236	1.3275	1.3422

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%	0.0120	0.9%	66%	False	False	380
10	1.3812	1.3268	0.0544	4.0%	0.0117	0.9%	36%	False	False	482
20	1.3812	1.3268	0.0544	4.0%	0.0086	0.6%	36%	False	False	277
40	1.3940	1.3268	0.0672	5.0%	0.0060	0.4%	29%	False	False	147

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	0.0018
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.3817
2.618	1.3694
1.618	1.3619
1.000	1.3573
0.618	1.3544
HIGH	1.3498
0.618	1.3469
0.500	1.3461
0.382	1.3452
LOW	1.3423
0.618	1.3377
1.000	1.3348
1.618	1.3302
2.618	1.3227
4.250	1.3104

Fisher Pivots for day following 29-Mar-2010
Pivot	1 day	3 day
R1	1.3462	1.3436
PP	1.3461	1.3410
S1	1.3461	1.3383

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

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