CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	1.2820	1.2845	0.0025	0.2%	1.2897
High	1.2870	1.3015	0.0145	1.1%	1.2897
Low	1.2781	1.2825	0.0044	0.3%	1.2650
Close	1.2855	1.3009	0.0154	1.2%	1.2709
Range	0.0089	0.0190	0.0101	113.5%	0.0247
ATR	0.0078	0.0086	0.0008	10.3%	0.0000
Volume	31	60	29	93.5%	302

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3520	1.3454	1.3114
R3	1.3330	1.3264	1.3061
R2	1.3140	1.3140	1.3044
R1	1.3074	1.3074	1.3026	1.3107
PP	1.2950	1.2950	1.2950	1.2966
S1	1.2884	1.2884	1.2992	1.2917
S2	1.2760	1.2760	1.2974
S3	1.2570	1.2694	1.2957
S4	1.2380	1.2504	1.2905

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	1.3015	1.2650	0.0365	2.8%	0.0089	0.7%	98%	True	False	75
10	1.3015	1.2650	0.0365	2.8%	0.0074	0.6%	98%	True	False	42
20	1.3015	1.2642	0.0373	2.9%	0.0043	0.3%	98%	True	False	28
40	1.3285	1.2642	0.0643	4.9%	0.0027	0.2%	57%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3823
2.618	1.3512
1.618	1.3322
1.000	1.3205
0.618	1.3132
HIGH	1.3015
0.618	1.2942
0.500	1.2920
0.382	1.2898
LOW	1.2825
0.618	1.2708
1.000	1.2635
1.618	1.2518
2.618	1.2328
4.250	1.2018

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	1.2979	1.2950
PP	1.2950	1.2891
S1	1.2920	1.2833

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

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