CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 21-Sep-2010

Day Change Summary
	Previous	Current
	20-Sep-2010	21-Sep-2010	Change	Change %	Previous Week
Open	1.3025	1.3050	0.0025	0.2%	1.2820
High	1.3106	1.3272	0.0166	1.3%	1.3139
Low	1.3023	1.3050	0.0027	0.2%	1.2781
Close	1.3049	1.3234	0.0185	1.4%	1.3032
Range	0.0083	0.0222	0.0139	167.5%	0.0358
ATR	0.0088	0.0098	0.0010	10.9%	0.0000
Volume	136	110	-26	-19.1%	603

Daily Pivots for day following 21-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3851	1.3765	1.3356
R3	1.3629	1.3543	1.3295
R2	1.3407	1.3407	1.3275
R1	1.3321	1.3321	1.3254	1.3364
PP	1.3185	1.3185	1.3185	1.3207
S1	1.3099	1.3099	1.3214	1.3142
S2	1.2963	1.2963	1.3193
S3	1.2741	1.2877	1.3173
S4	1.2519	1.2655	1.3112

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	1.3272	1.2954	0.0318	2.4%	0.0120	0.9%	88%	True	False	151
10	1.3272	1.2650	0.0622	4.7%	0.0104	0.8%	94%	True	False	113
20	1.3272	1.2650	0.0622	4.7%	0.0073	0.6%	94%	True	False	60
40	1.3285	1.2642	0.0643	4.9%	0.0042	0.3%	92%	False	False	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.4216
2.618	1.3853
1.618	1.3631
1.000	1.3494
0.618	1.3409
HIGH	1.3272
0.618	1.3187
0.500	1.3161
0.382	1.3135
LOW	1.3050
0.618	1.2913
1.000	1.2828
1.618	1.2691
2.618	1.2469
4.250	1.2107

Fisher Pivots for day following 21-Sep-2010
Pivot	1 day	3 day
R1	1.3210	1.3205
PP	1.3185	1.3176
S1	1.3161	1.3148

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

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