CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	1.3050	1.3280	0.0230	1.8%	1.2820
High	1.3272	1.3427	0.0155	1.2%	1.3139
Low	1.3050	1.3264	0.0214	1.6%	1.2781
Close	1.3234	1.3377	0.0143	1.1%	1.3032
Range	0.0222	0.0163	-0.0059	-26.6%	0.0358
ATR	0.0098	0.0105	0.0007	7.0%	0.0000
Volume	110	340	230	209.1%	603

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3845	1.3774	1.3467
R3	1.3682	1.3611	1.3422
R2	1.3519	1.3519	1.3407
R1	1.3448	1.3448	1.3392	1.3484
PP	1.3356	1.3356	1.3356	1.3374
S1	1.3285	1.3285	1.3362	1.3321
S2	1.3193	1.3193	1.3347
S3	1.3030	1.3122	1.3332
S4	1.2867	1.2959	1.3287

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	1.3427	1.2975	0.0452	3.4%	0.0139	1.0%	89%	True	False	200
10	1.3427	1.2650	0.0777	5.8%	0.0115	0.9%	94%	True	False	126
20	1.3427	1.2650	0.0777	5.8%	0.0081	0.6%	94%	True	False	77
40	1.3427	1.2642	0.0785	5.9%	0.0046	0.3%	94%	True	False	43

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	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4120
2.618	1.3854
1.618	1.3691
1.000	1.3590
0.618	1.3528
HIGH	1.3427
0.618	1.3365
0.500	1.3346
0.382	1.3326
LOW	1.3264
0.618	1.3163
1.000	1.3101
1.618	1.3000
2.618	1.2837
4.250	1.2571

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	1.3367	1.3326
PP	1.3356	1.3276
S1	1.3346	1.3225

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

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