CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 01-Apr-2010

Day Change Summary
	Previous	Current
	31-Mar-2010	01-Apr-2010	Change	Change %	Previous Week
Open	1.3419	1.3507	0.0088	0.7%	1.3521
High	1.3546	1.3590	0.0044	0.3%	1.3562
Low	1.3385	1.3459	0.0074	0.6%	1.3268
Close	1.3509	1.3568	0.0059	0.4%	1.3399
Range	0.0161	0.0131	-0.0030	-18.6%	0.0294
ATR	0.0106	0.0107	0.0002	1.7%	0.0000
Volume	338	1,109	771	228.1%	1,728

Daily Pivots for day following 01-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3932	1.3881	1.3640
R3	1.3801	1.3750	1.3604
R2	1.3670	1.3670	1.3592
R1	1.3619	1.3619	1.3580	1.3645
PP	1.3539	1.3539	1.3539	1.3552
S1	1.3488	1.3488	1.3556	1.3514
S2	1.3408	1.3408	1.3544
S3	1.3277	1.3357	1.3532
S4	1.3146	1.3226	1.3496

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	1.3590	1.3272	0.0318	2.3%	0.0129	0.9%	93%	True	False	512
10	1.3625	1.3268	0.0357	2.6%	0.0123	0.9%	84%	False	False	477
20	1.3812	1.3268	0.0544	4.0%	0.0098	0.7%	55%	False	False	336
40	1.3812	1.3268	0.0544	4.0%	0.0069	0.5%	55%	False	False	187

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4147
2.618	1.3933
1.618	1.3802
1.000	1.3721
0.618	1.3671
HIGH	1.3590
0.618	1.3540
0.500	1.3525
0.382	1.3509
LOW	1.3459
0.618	1.3378
1.000	1.3328
1.618	1.3247
2.618	1.3116
4.250	1.2902

Fisher Pivots for day following 01-Apr-2010
Pivot	1 day	3 day
R1	1.3554	1.3541
PP	1.3539	1.3514
S1	1.3525	1.3488

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

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