CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 04-Oct-2010

Day Change Summary
	Previous	Current
	01-Oct-2010	04-Oct-2010	Change	Change %	Previous Week
Open	1.3603	1.3761	0.0158	1.2%	1.3455
High	1.3774	1.3766	-0.0008	-0.1%	1.3774
Low	1.3603	1.3650	0.0047	0.3%	1.3374
Close	1.3761	1.3669	-0.0092	-0.7%	1.3761
Range	0.0171	0.0116	-0.0055	-32.2%	0.0400
ATR	0.0117	0.0117	0.0000	-0.1%	0.0000
Volume	724	1,608	884	122.1%	3,044

Daily Pivots for day following 04-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4043	1.3972	1.3733
R3	1.3927	1.3856	1.3701
R2	1.3811	1.3811	1.3690
R1	1.3740	1.3740	1.3680	1.3718
PP	1.3695	1.3695	1.3695	1.3684
S1	1.3624	1.3624	1.3658	1.3602
S2	1.3579	1.3579	1.3648
S3	1.3463	1.3508	1.3637
S4	1.3347	1.3392	1.3605

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%	0.0136	1.0%	74%	False	False	754
10	1.3774	1.3050	0.0724	5.3%	0.0145	1.1%	85%	False	False	557
20	1.3774	1.2650	0.1124	8.2%	0.0125	0.9%	91%	False	False	331
40	1.3774	1.2642	0.1132	8.3%	0.0071	0.5%	91%	False	False	171

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	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4259
2.618	1.4070
1.618	1.3954
1.000	1.3882
0.618	1.3838
HIGH	1.3766
0.618	1.3722
0.500	1.3708
0.382	1.3694
LOW	1.3650
0.618	1.3578
1.000	1.3534
1.618	1.3462
2.618	1.3346
4.250	1.3157

Fisher Pivots for day following 04-Oct-2010
Pivot	1 day	3 day
R1	1.3708	1.3666
PP	1.3695	1.3663
S1	1.3682	1.3660

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

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