CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	1.2660	1.2703	0.0043	0.3%	1.2642
High	1.2660	1.2703	0.0043	0.3%	1.2760
Low	1.2660	1.2686	0.0026	0.2%	1.2642
Close	1.2660	1.2658	-0.0002	0.0%	1.2726
Range	0.0000	0.0017	0.0017		0.0118
ATR	0.0063	0.0062	-0.0001	-2.3%	0.0000
Volume	14	14	0	0.0%	43

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2733	1.2713	1.2667
R3	1.2716	1.2696	1.2663
R2	1.2699	1.2699	1.2661
R1	1.2679	1.2679	1.2660	1.2681
PP	1.2682	1.2682	1.2682	1.2683
S1	1.2662	1.2662	1.2656	1.2664
S2	1.2665	1.2665	1.2655
S3	1.2648	1.2645	1.2653
S4	1.2631	1.2628	1.2649

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3063	1.3013	1.2791
R3	1.2945	1.2895	1.2758
R2	1.2827	1.2827	1.2748
R1	1.2777	1.2777	1.2737	1.2802
PP	1.2709	1.2709	1.2709	1.2722
S1	1.2659	1.2659	1.2715	1.2684
S2	1.2591	1.2591	1.2704
S3	1.2473	1.2541	1.2694
S4	1.2355	1.2423	1.2661

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2760	1.2650	0.0110	0.9%	0.0028	0.2%	7%	False	False	6
10	1.2852	1.2642	0.0210	1.7%	0.0015	0.1%	8%	False	False	12
20	1.3285	1.2642	0.0643	5.1%	0.0016	0.1%	2%	False	False	10

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	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2775
2.618	1.2748
1.618	1.2731
1.000	1.2720
0.618	1.2714
HIGH	1.2703
0.618	1.2697
0.500	1.2695
0.382	1.2692
LOW	1.2686
0.618	1.2675
1.000	1.2669
1.618	1.2658
2.618	1.2641
4.250	1.2614

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	1.2695	1.2710
PP	1.2682	1.2693
S1	1.2670	1.2675

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

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