CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 02-Apr-2010

Day Change Summary
	Previous	Current
	01-Apr-2010	02-Apr-2010	Change	Change %	Previous Week
Open	1.3507	1.3586	0.0079	0.6%	1.3480
High	1.3590	1.3590	0.0000	0.0%	1.3590
Low	1.3459	1.3479	0.0020	0.1%	1.3385
Close	1.3568	1.3484	-0.0084	-0.6%	1.3484
Range	0.0131	0.0111	-0.0020	-15.3%	0.0205
ATR	0.0107	0.0108	0.0000	0.2%	0.0000
Volume	1,109	960	-149	-13.4%	3,064

Daily Pivots for day following 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3851	1.3778	1.3545
R3	1.3740	1.3667	1.3515
R2	1.3629	1.3629	1.3504
R1	1.3556	1.3556	1.3494	1.3537
PP	1.3518	1.3518	1.3518	1.3508
S1	1.3445	1.3445	1.3474	1.3426
S2	1.3407	1.3407	1.3464
S3	1.3296	1.3334	1.3453
S4	1.3185	1.3223	1.3423

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4101	1.3998	1.3597
R3	1.3896	1.3793	1.3540
R2	1.3691	1.3691	1.3522
R1	1.3588	1.3588	1.3503	1.3640
PP	1.3486	1.3486	1.3486	1.3512
S1	1.3383	1.3383	1.3465	1.3435
S2	1.3281	1.3281	1.3446
S3	1.3076	1.3178	1.3428
S4	1.2871	1.2973	1.3371

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3590	1.3385	0.0205	1.5%	0.0121	0.9%	48%	True	False	612
10	1.3590	1.3268	0.0322	2.4%	0.0122	0.9%	67%	True	False	479
20	1.3812	1.3268	0.0544	4.0%	0.0103	0.8%	40%	False	False	379
40	1.3812	1.3268	0.0544	4.0%	0.0070	0.5%	40%	False	False	211

Crabel Price Patterns
NR	True
NR4	True
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	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4062
2.618	1.3881
1.618	1.3770
1.000	1.3701
0.618	1.3659
HIGH	1.3590
0.618	1.3548
0.500	1.3535
0.382	1.3521
LOW	1.3479
0.618	1.3410
1.000	1.3368
1.618	1.3299
2.618	1.3188
4.250	1.3007

Fisher Pivots for day following 02-Apr-2010
Pivot	1 day	3 day
R1	1.3535	1.3488
PP	1.3518	1.3486
S1	1.3501	1.3485

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

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