CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	1.3280	1.3376	0.0096	0.7%	1.2820
High	1.3427	1.3396	-0.0031	-0.2%	1.3139
Low	1.3264	1.3300	0.0036	0.3%	1.2781
Close	1.3377	1.3325	-0.0052	-0.4%	1.3032
Range	0.0163	0.0096	-0.0067	-41.1%	0.0358
ATR	0.0105	0.0104	-0.0001	-0.6%	0.0000
Volume	340	259	-81	-23.8%	603

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3628	1.3573	1.3378
R3	1.3532	1.3477	1.3351
R2	1.3436	1.3436	1.3343
R1	1.3381	1.3381	1.3334	1.3361
PP	1.3340	1.3340	1.3340	1.3330
S1	1.3285	1.3285	1.3316	1.3265
S2	1.3244	1.3244	1.3307
S3	1.3148	1.3189	1.3299
S4	1.3052	1.3093	1.3272

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	1.3023	0.0404	3.0%	0.0135	1.0%	75%	False	False	190
10	1.3427	1.2650	0.0777	5.8%	0.0122	0.9%	87%	False	False	150
20	1.3427	1.2650	0.0777	5.8%	0.0086	0.6%	87%	False	False	90
40	1.3427	1.2642	0.0785	5.9%	0.0048	0.4%	87%	False	False	49

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3804
2.618	1.3647
1.618	1.3551
1.000	1.3492
0.618	1.3455
HIGH	1.3396
0.618	1.3359
0.500	1.3348
0.382	1.3337
LOW	1.3300
0.618	1.3241
1.000	1.3204
1.618	1.3145
2.618	1.3049
4.250	1.2892

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	1.3348	1.3296
PP	1.3340	1.3267
S1	1.3333	1.3239

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

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