CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	1.3616	1.3603	-0.0013	-0.1%	1.3455
High	1.3663	1.3774	0.0111	0.8%	1.3774
Low	1.3546	1.3603	0.0057	0.4%	1.3374
Close	1.3624	1.3761	0.0137	1.0%	1.3761
Range	0.0117	0.0171	0.0054	46.2%	0.0400
ATR	0.0113	0.0117	0.0004	3.6%	0.0000
Volume	601	724	123	20.5%	3,044

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4226	1.4164	1.3855
R3	1.4055	1.3993	1.3808
R2	1.3884	1.3884	1.3792
R1	1.3822	1.3822	1.3777	1.3853
PP	1.3713	1.3713	1.3713	1.3728
S1	1.3651	1.3651	1.3745	1.3682
S2	1.3542	1.3542	1.3730
S3	1.3371	1.3480	1.3714
S4	1.3200	1.3309	1.3667

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4836	1.4699	1.3981
R3	1.4436	1.4299	1.3871
R2	1.4036	1.4036	1.3834
R1	1.3899	1.3899	1.3798	1.3968
PP	1.3636	1.3636	1.3636	1.3671
S1	1.3499	1.3499	1.3724	1.3568
S2	1.3236	1.3236	1.3688
S3	1.2836	1.3099	1.3651
S4	1.2436	1.2699	1.3541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3774	1.3374	0.0400	2.9%	0.0128	0.9%	97%	True	False	608
10	1.3774	1.3023	0.0751	5.5%	0.0141	1.0%	98%	True	False	410
20	1.3774	1.2650	0.1124	8.2%	0.0121	0.9%	99%	True	False	250
40	1.3774	1.2642	0.1132	8.2%	0.0068	0.5%	99%	True	False	131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4501
2.618	1.4222
1.618	1.4051
1.000	1.3945
0.618	1.3880
HIGH	1.3774
0.618	1.3709
0.500	1.3689
0.382	1.3668
LOW	1.3603
0.618	1.3497
1.000	1.3432
1.618	1.3326
2.618	1.3155
4.250	1.2876

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	1.3737	1.3727
PP	1.3713	1.3694
S1	1.3689	1.3660

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

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