CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	1.3314	1.3455	0.0141	1.1%	1.3025
High	1.3488	1.3493	0.0005	0.0%	1.3488
Low	1.3282	1.3417	0.0135	1.0%	1.3023
Close	1.3461	1.3464	0.0003	0.0%	1.3461
Range	0.0206	0.0076	-0.0130	-63.1%	0.0465
ATR	0.0111	0.0109	-0.0003	-2.3%	0.0000
Volume	218	882	664	304.6%	1,063

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3686	1.3651	1.3506
R3	1.3610	1.3575	1.3485
R2	1.3534	1.3534	1.3478
R1	1.3499	1.3499	1.3471	1.3517
PP	1.3458	1.3458	1.3458	1.3467
S1	1.3423	1.3423	1.3457	1.3441
S2	1.3382	1.3382	1.3450
S3	1.3306	1.3347	1.3443
S4	1.3230	1.3271	1.3422

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4719	1.4555	1.3717
R3	1.4254	1.4090	1.3589
R2	1.3789	1.3789	1.3546
R1	1.3625	1.3625	1.3504	1.3707
PP	1.3324	1.3324	1.3324	1.3365
S1	1.3160	1.3160	1.3418	1.3242
S2	1.2859	1.2859	1.3376
S3	1.2394	1.2695	1.3333
S4	1.1929	1.2230	1.3205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3493	1.3050	0.0443	3.3%	0.0153	1.1%	93%	True	False	361
10	1.3493	1.2825	0.0668	5.0%	0.0133	1.0%	96%	True	False	251
20	1.3493	1.2650	0.0843	6.3%	0.0094	0.7%	97%	True	False	144
40	1.3493	1.2642	0.0851	6.3%	0.0055	0.4%	97%	True	False	77

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0023
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3816
2.618	1.3692
1.618	1.3616
1.000	1.3569
0.618	1.3540
HIGH	1.3493
0.618	1.3464
0.500	1.3455
0.382	1.3446
LOW	1.3417
0.618	1.3370
1.000	1.3341
1.618	1.3294
2.618	1.3218
4.250	1.3094

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	1.3461	1.3439
PP	1.3458	1.3413
S1	1.3455	1.3388

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

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