CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	1.2986	1.3000	0.0014	0.1%	1.2906
High	1.3046	1.3029	-0.0017	-0.1%	1.3029
Low	1.2950	1.2968	0.0018	0.1%	1.2731
Close	1.2988	1.2979	-0.0009	-0.1%	1.2920
Range	0.0096	0.0061	-0.0035	-36.5%	0.0298
ATR	0.0155	0.0148	-0.0007	-4.3%	0.0000
Volume	229,854	277,661	47,807	20.8%	1,358,931

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3175	1.3138	1.3013
R3	1.3114	1.3077	1.2996
R2	1.3053	1.3053	1.2990
R1	1.3016	1.3016	1.2985	1.3004
PP	1.2992	1.2992	1.2992	1.2986
S1	1.2955	1.2955	1.2973	1.2943
S2	1.2931	1.2931	1.2968
S3	1.2870	1.2894	1.2962
S4	1.2809	1.2833	1.2945

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3787	1.3652	1.3084
R3	1.3489	1.3354	1.3002
R2	1.3191	1.3191	1.2975
R1	1.3056	1.3056	1.2947	1.3124
PP	1.2893	1.2893	1.2893	1.2927
S1	1.2758	1.2758	1.2893	1.2826
S2	1.2595	1.2595	1.2865
S3	1.2297	1.2460	1.2838
S4	1.1999	1.2162	1.2756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3046	1.2737	0.0309	2.4%	0.0131	1.0%	78%	False	False	282,524
10	1.3046	1.2708	0.0338	2.6%	0.0153	1.2%	80%	False	False	281,132
20	1.3046	1.2172	0.0874	6.7%	0.0153	1.2%	92%	False	False	295,735
40	1.3046	1.1884	0.1162	9.0%	0.0148	1.1%	94%	False	False	247,251
60	1.3211	1.1884	0.1327	10.2%	0.0173	1.3%	83%	False	False	166,400
80	1.3686	1.1884	0.1802	13.9%	0.0159	1.2%	61%	False	False	125,083
100	1.3812	1.1884	0.1928	14.9%	0.0149	1.1%	57%	False	False	100,145
120	1.3812	1.1884	0.1928	14.9%	0.0130	1.0%	57%	False	False	83,462

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0040
Narrowest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	1.3288
2.618	1.3189
1.618	1.3128
1.000	1.3090
0.618	1.3067
HIGH	1.3029
0.618	1.3006
0.500	1.2999
0.382	1.2991
LOW	1.2968
0.618	1.2930
1.000	1.2907
1.618	1.2869
2.618	1.2808
4.250	1.2709

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	1.2999	1.2973
PP	1.2992	1.2967
S1	1.2986	1.2961

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

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