CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	1.2848	1.2897	0.0049	0.4%	1.2660
High	1.2880	1.2897	0.0017	0.1%	1.2880
Low	1.2829	1.2673	-0.0156	-1.2%	1.2660
Close	1.2869	1.2694	-0.0175	-1.4%	1.2869
Range	0.0051	0.0224	0.0173	339.2%	0.0220
ATR	0.0064	0.0076	0.0011	17.8%	0.0000
Volume	1	16	15	1,500.0%	46

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3427	1.3284	1.2817
R3	1.3203	1.3060	1.2756
R2	1.2979	1.2979	1.2735
R1	1.2836	1.2836	1.2715	1.2796
PP	1.2755	1.2755	1.2755	1.2734
S1	1.2612	1.2612	1.2673	1.2572
S2	1.2531	1.2531	1.2653
S3	1.2307	1.2388	1.2632
S4	1.2083	1.2164	1.2571

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3463	1.3386	1.2990
R3	1.3243	1.3166	1.2930
R2	1.3023	1.3023	1.2909
R1	1.2946	1.2946	1.2889	1.2985
PP	1.2803	1.2803	1.2803	1.2822
S1	1.2726	1.2726	1.2849	1.2765
S2	1.2583	1.2583	1.2829
S3	1.2363	1.2506	1.2809
S4	1.2143	1.2286	1.2748

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2897	1.2673	0.0224	1.8%	0.0058	0.5%	9%	True	True	9
10	1.2897	1.2650	0.0247	1.9%	0.0041	0.3%	18%	True	False	6
20	1.3200	1.2642	0.0558	4.4%	0.0027	0.2%	9%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	1.3849
2.618	1.3483
1.618	1.3259
1.000	1.3121
0.618	1.3035
HIGH	1.2897
0.618	1.2811
0.500	1.2785
0.382	1.2759
LOW	1.2673
0.618	1.2535
1.000	1.2449
1.618	1.2311
2.618	1.2087
4.250	1.1721

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	1.2785	1.2785
PP	1.2755	1.2755
S1	1.2724	1.2724

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

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