CME Euro FX (E) Future December 2010

Trading Metrics calculated at close of trading on 13-Apr-2010

Day Change Summary
	Previous	Current
	12-Apr-2010	13-Apr-2010	Change	Change %	Previous Week
Open	1.3625	1.3599	-0.0026	-0.2%	1.3483
High	1.3625	1.3608	-0.0017	-0.1%	1.3483
Low	1.3567	1.3599	0.0032	0.2%	1.3316
Close	1.3584	1.3592	0.0008	0.1%	1.3453
Range	0.0058	0.0009	-0.0049	-84.5%	0.0167
ATR	0.0077	0.0074	-0.0004	-4.9%	0.0000
Volume	9	3	-6	-66.7%	13

Daily Pivots for day following 13-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3627	1.3618	1.3597
R3	1.3618	1.3609	1.3594
R2	1.3609	1.3609	1.3594
R1	1.3600	1.3600	1.3593	1.3600
PP	1.3600	1.3600	1.3600	1.3600
S1	1.3591	1.3591	1.3591	1.3591
S2	1.3591	1.3591	1.3590
S3	1.3582	1.3582	1.3590
S4	1.3573	1.3573	1.3587

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3918	1.3853	1.3545
R3	1.3751	1.3686	1.3499
R2	1.3584	1.3584	1.3484
R1	1.3519	1.3519	1.3468	1.3468
PP	1.3417	1.3417	1.3417	1.3392
S1	1.3352	1.3352	1.3438	1.3301
S2	1.3250	1.3250	1.3422
S3	1.3083	1.3185	1.3407
S4	1.2916	1.3018	1.3361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3625	1.3316	0.0309	2.3%	0.0026	0.2%	89%	False	False	4
10	1.3625	1.3316	0.0309	2.3%	0.0017	0.1%	89%	False	False	4
20	1.3765	1.3273	0.0492	3.6%	0.0021	0.2%	65%	False	False	3
40	1.3765	1.3273	0.0492	3.6%	0.0013	0.1%	65%	False	False	10

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3646
2.618	1.3632
1.618	1.3623
1.000	1.3617
0.618	1.3614
HIGH	1.3608
0.618	1.3605
0.500	1.3604
0.382	1.3602
LOW	1.3599
0.618	1.3593
1.000	1.3590
1.618	1.3584
2.618	1.3575
4.250	1.3561

Fisher Pivots for day following 13-Apr-2010
Pivot	1 day	3 day
R1	1.3604	1.3574
PP	1.3600	1.3557
S1	1.3596	1.3539

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

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