CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 14-Apr-2010

Day Change Summary
	Previous	Current
	13-Apr-2010	14-Apr-2010	Change	Change %	Previous Week
Open	1.3594	1.3610	0.0016	0.1%	1.3493
High	1.3621	1.3675	0.0054	0.4%	1.3535
Low	1.3546	1.3601	0.0055	0.4%	1.3285
Close	1.3594	1.3654	0.0060	0.4%	1.3454
Range	0.0075	0.0074	-0.0001	-1.3%	0.0250
ATR	0.0114	0.0111	-0.0002	-2.1%	0.0000
Volume	334	578	244	73.1%	2,124

Daily Pivots for day following 14-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3865	1.3834	1.3695
R3	1.3791	1.3760	1.3674
R2	1.3717	1.3717	1.3668
R1	1.3686	1.3686	1.3661	1.3702
PP	1.3643	1.3643	1.3643	1.3651
S1	1.3612	1.3612	1.3647	1.3628
S2	1.3569	1.3569	1.3640
S3	1.3495	1.3538	1.3634
S4	1.3421	1.3464	1.3613

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	1.3686	1.3285	0.0401	2.9%	0.0098	0.7%	92%	False	False	520
10	1.3686	1.3285	0.0401	2.9%	0.0102	0.7%	92%	False	False	597
20	1.3738	1.3268	0.0470	3.4%	0.0114	0.8%	82%	False	False	520
40	1.3812	1.3268	0.0544	4.0%	0.0085	0.6%	71%	False	False	307

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	0.0022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3990
2.618	1.3869
1.618	1.3795
1.000	1.3749
0.618	1.3721
HIGH	1.3675
0.618	1.3647
0.500	1.3638
0.382	1.3629
LOW	1.3601
0.618	1.3555
1.000	1.3527
1.618	1.3481
2.618	1.3407
4.250	1.3287

Fisher Pivots for day following 14-Apr-2010
Pivot	1 day	3 day
R1	1.3649	1.3641
PP	1.3643	1.3629
S1	1.3638	1.3616

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

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