CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 09-Apr-2010

Day Change Summary
	Previous	Current
	08-Apr-2010	09-Apr-2010	Change	Change %	Previous Week
Open	1.3335	1.3378	0.0043	0.3%	1.3493
High	1.3359	1.3503	0.0144	1.1%	1.3535
Low	1.3285	1.3355	0.0070	0.5%	1.3285
Close	1.3349	1.3454	0.0105	0.8%	1.3454
Range	0.0074	0.0148	0.0074	100.0%	0.0250
ATR	0.0104	0.0108	0.0004	3.4%	0.0000
Volume	449	369	-80	-17.8%	2,124

Daily Pivots for day following 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3881	1.3816	1.3535
R3	1.3733	1.3668	1.3495
R2	1.3585	1.3585	1.3481
R1	1.3520	1.3520	1.3468	1.3553
PP	1.3437	1.3437	1.3437	1.3454
S1	1.3372	1.3372	1.3440	1.3405
S2	1.3289	1.3289	1.3427
S3	1.3141	1.3224	1.3413
S4	1.2993	1.3076	1.3373

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4175	1.4064	1.3592
R3	1.3925	1.3814	1.3523
R2	1.3675	1.3675	1.3500
R1	1.3564	1.3564	1.3477	1.3495
PP	1.3425	1.3425	1.3425	1.3390
S1	1.3314	1.3314	1.3431	1.3245
S2	1.3175	1.3175	1.3408
S3	1.2925	1.3064	1.3385
S4	1.2675	1.2814	1.3317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3535	1.3285	0.0250	1.9%	0.0103	0.8%	68%	False	False	424
10	1.3590	1.3285	0.0305	2.3%	0.0112	0.8%	55%	False	False	518
20	1.3812	1.3268	0.0544	4.0%	0.0117	0.9%	34%	False	False	477
40	1.3812	1.3268	0.0544	4.0%	0.0082	0.6%	34%	False	False	263

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.4132
2.618	1.3890
1.618	1.3742
1.000	1.3651
0.618	1.3594
HIGH	1.3503
0.618	1.3446
0.500	1.3429
0.382	1.3412
LOW	1.3355
0.618	1.3264
1.000	1.3207
1.618	1.3116
2.618	1.2968
4.250	1.2726

Fisher Pivots for day following 09-Apr-2010
Pivot	1 day	3 day
R1	1.3446	1.3434
PP	1.3437	1.3414
S1	1.3429	1.3394

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

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