CME Euro FX (E) Future December 2010

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

Day Change Summary
	Previous	Current
	27-Apr-2010	28-Apr-2010	Change	Change %	Previous Week
Open	1.3213	1.3143	-0.0070	-0.5%	1.3403
High	1.3255	1.3200	-0.0055	-0.4%	1.3470
Low	1.3200	1.3143	-0.0057	-0.4%	1.3231
Close	1.3208	1.3188	-0.0020	-0.2%	1.3387
Range	0.0055	0.0057	0.0002	3.6%	0.0239
ATR	0.0078	0.0077	-0.0001	-1.2%	0.0000
Volume	1	5	4	400.0%	18

Daily Pivots for day following 28-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3348	1.3325	1.3219
R3	1.3291	1.3268	1.3204
R2	1.3234	1.3234	1.3198
R1	1.3211	1.3211	1.3193	1.3223
PP	1.3177	1.3177	1.3177	1.3183
S1	1.3154	1.3154	1.3183	1.3166
S2	1.3120	1.3120	1.3178
S3	1.3063	1.3097	1.3172
S4	1.3006	1.3040	1.3157

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4080	1.3972	1.3518
R3	1.3841	1.3733	1.3453
R2	1.3602	1.3602	1.3431
R1	1.3494	1.3494	1.3409	1.3429
PP	1.3363	1.3363	1.3363	1.3330
S1	1.3255	1.3255	1.3365	1.3190
S2	1.3124	1.3124	1.3343
S3	1.2885	1.3016	1.3321
S4	1.2646	1.2777	1.3256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3386	1.3143	0.0243	1.8%	0.0053	0.4%	19%	False	True	6
10	1.3558	1.3143	0.0415	3.1%	0.0030	0.2%	11%	False	True	7
20	1.3625	1.3143	0.0482	3.7%	0.0023	0.2%	9%	False	True	5
40	1.3765	1.3143	0.0622	4.7%	0.0018	0.1%	7%	False	True	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0002
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3442
2.618	1.3349
1.618	1.3292
1.000	1.3257
0.618	1.3235
HIGH	1.3200
0.618	1.3178
0.500	1.3172
0.382	1.3165
LOW	1.3143
0.618	1.3108
1.000	1.3086
1.618	1.3051
2.618	1.2994
4.250	1.2901

Fisher Pivots for day following 28-Apr-2010
Pivot	1 day	3 day
R1	1.3183	1.3237
PP	1.3177	1.3220
S1	1.3172	1.3204

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

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