CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 05-Apr-2010

Day Change Summary
	Previous	Current
	02-Apr-2010	05-Apr-2010	Change	Change %	Previous Week
Open	1.3586	1.3493	-0.0093	-0.7%	1.3480
High	1.3590	1.3535	-0.0055	-0.4%	1.3590
Low	1.3479	1.3458	-0.0021	-0.2%	1.3385
Close	1.3484	1.3482	-0.0002	0.0%	1.3484
Range	0.0111	0.0077	-0.0034	-30.6%	0.0205
ATR	0.0108	0.0105	-0.0002	-2.0%	0.0000
Volume	960	334	-626	-65.2%	3,064

Daily Pivots for day following 05-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3723	1.3679	1.3524
R3	1.3646	1.3602	1.3503
R2	1.3569	1.3569	1.3496
R1	1.3525	1.3525	1.3489	1.3509
PP	1.3492	1.3492	1.3492	1.3483
S1	1.3448	1.3448	1.3475	1.3432
S2	1.3415	1.3415	1.3468
S3	1.3338	1.3371	1.3461
S4	1.3261	1.3294	1.3440

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%	0.0122	0.9%	47%	False	False	581
10	1.3590	1.3268	0.0322	2.4%	0.0121	0.9%	66%	False	False	480
20	1.3812	1.3268	0.0544	4.0%	0.0107	0.8%	39%	False	False	390
40	1.3812	1.3268	0.0544	4.0%	0.0071	0.5%	39%	False	False	219

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3862
2.618	1.3737
1.618	1.3660
1.000	1.3612
0.618	1.3583
HIGH	1.3535
0.618	1.3506
0.500	1.3497
0.382	1.3487
LOW	1.3458
0.618	1.3410
1.000	1.3381
1.618	1.3333
2.618	1.3256
4.250	1.3131

Fisher Pivots for day following 05-Apr-2010
Pivot	1 day	3 day
R1	1.3497	1.3524
PP	1.3492	1.3510
S1	1.3487	1.3496

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

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