CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	1.2992	1.2998	0.0006	0.0%	1.2897
High	1.3020	1.3093	0.0073	0.6%	1.2897
Low	1.2954	1.2975	0.0021	0.2%	1.2650
Close	1.2996	1.3068	0.0072	0.6%	1.2709
Range	0.0066	0.0118	0.0052	78.8%	0.0247
ATR	0.0084	0.0087	0.0002	2.8%	0.0000
Volume	96	311	215	224.0%	302

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3399	1.3352	1.3133
R3	1.3281	1.3234	1.3100
R2	1.3163	1.3163	1.3090
R1	1.3116	1.3116	1.3079	1.3140
PP	1.3045	1.3045	1.3045	1.3057
S1	1.2998	1.2998	1.3057	1.3022
S2	1.2927	1.2927	1.3046
S3	1.2809	1.2880	1.3036
S4	1.2691	1.2762	1.3003

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	1.3093	1.2650	0.0443	3.4%	0.0108	0.8%	94%	True	False	111
10	1.3093	1.2650	0.0443	3.4%	0.0090	0.7%	94%	True	False	80
20	1.3093	1.2642	0.0451	3.5%	0.0053	0.4%	94%	True	False	47
40	1.3285	1.2642	0.0643	4.9%	0.0032	0.2%	66%	False	False	26

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3595
2.618	1.3402
1.618	1.3284
1.000	1.3211
0.618	1.3166
HIGH	1.3093
0.618	1.3048
0.500	1.3034
0.382	1.3020
LOW	1.2975
0.618	1.2902
1.000	1.2857
1.618	1.2784
2.618	1.2666
4.250	1.2474

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	1.3057	1.3032
PP	1.3045	1.2995
S1	1.3034	1.2959

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

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