CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	1.3091	1.3025	-0.0066	-0.5%	1.2820
High	1.3139	1.3106	-0.0033	-0.3%	1.3139
Low	1.3028	1.3023	-0.0005	0.0%	1.2781
Close	1.3032	1.3049	0.0017	0.1%	1.3032
Range	0.0111	0.0083	-0.0028	-25.2%	0.0358
ATR	0.0089	0.0088	0.0000	-0.4%	0.0000
Volume	105	136	31	29.5%	603

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3308	1.3262	1.3095
R3	1.3225	1.3179	1.3072
R2	1.3142	1.3142	1.3064
R1	1.3096	1.3096	1.3057	1.3119
PP	1.3059	1.3059	1.3059	1.3071
S1	1.3013	1.3013	1.3041	1.3036
S2	1.2976	1.2976	1.3034
S3	1.2893	1.2930	1.3026
S4	1.2810	1.2847	1.3003

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4058	1.3903	1.3229
R3	1.3700	1.3545	1.3130
R2	1.3342	1.3342	1.3098
R1	1.3187	1.3187	1.3065	1.3265
PP	1.2984	1.2984	1.2984	1.3023
S1	1.2829	1.2829	1.2999	1.2907
S2	1.2626	1.2626	1.2966
S3	1.2268	1.2471	1.2934
S4	1.1910	1.2113	1.2835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3139	1.2825	0.0314	2.4%	0.0114	0.9%	71%	False	False	141
10	1.3139	1.2650	0.0489	3.7%	0.0105	0.8%	82%	False	False	104
20	1.3139	1.2642	0.0497	3.8%	0.0062	0.5%	82%	False	False	56
40	1.3285	1.2642	0.0643	4.9%	0.0036	0.3%	63%	False	False	32

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3459
2.618	1.3323
1.618	1.3240
1.000	1.3189
0.618	1.3157
HIGH	1.3106
0.618	1.3074
0.500	1.3065
0.382	1.3055
LOW	1.3023
0.618	1.2972
1.000	1.2940
1.618	1.2889
2.618	1.2806
4.250	1.2670

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	1.3065	1.3057
PP	1.3059	1.3054
S1	1.3054	1.3052

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

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