CME Euro FX (E) Future March 2011

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

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	1.2650	1.2820	0.0170	1.3%	1.2897
High	1.2729	1.2870	0.0141	1.1%	1.2897
Low	1.2650	1.2781	0.0131	1.0%	1.2650
Close	1.2709	1.2855	0.0146	1.1%	1.2709
Range	0.0079	0.0089	0.0010	12.7%	0.0247
ATR	0.0071	0.0078	0.0006	9.0%	0.0000
Volume	60	31	-29	-48.3%	302

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3102	1.3068	1.2904
R3	1.3013	1.2979	1.2879
R2	1.2924	1.2924	1.2871
R1	1.2890	1.2890	1.2863	1.2907
PP	1.2835	1.2835	1.2835	1.2844
S1	1.2801	1.2801	1.2847	1.2818
S2	1.2746	1.2746	1.2839
S3	1.2657	1.2712	1.2831
S4	1.2568	1.2623	1.2806

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3493	1.3348	1.2845
R3	1.3246	1.3101	1.2777
R2	1.2999	1.2999	1.2754
R1	1.2854	1.2854	1.2732	1.2803
PP	1.2752	1.2752	1.2752	1.2727
S1	1.2607	1.2607	1.2686	1.2556
S2	1.2505	1.2505	1.2664
S3	1.2258	1.2360	1.2641
S4	1.2011	1.2113	1.2573

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2897	1.2650	0.0247	1.9%	0.0095	0.7%	83%	False	False	66
10	1.2897	1.2650	0.0247	1.9%	0.0055	0.4%	83%	False	False	37
20	1.2897	1.2642	0.0255	2.0%	0.0034	0.3%	84%	False	False	25
40	1.3285	1.2642	0.0643	5.0%	0.0023	0.2%	33%	False	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3248
2.618	1.3103
1.618	1.3014
1.000	1.2959
0.618	1.2925
HIGH	1.2870
0.618	1.2836
0.500	1.2826
0.382	1.2815
LOW	1.2781
0.618	1.2726
1.000	1.2692
1.618	1.2637
2.618	1.2548
4.250	1.2403

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	1.2845	1.2823
PP	1.2835	1.2792
S1	1.2826	1.2760

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

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