CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 05-Oct-2010

Day Change Summary
	Previous	Current
	04-Oct-2010	05-Oct-2010	Change	Change %	Previous Week
Open	1.3761	1.3664	-0.0097	-0.7%	1.3455
High	1.3766	1.3840	0.0074	0.5%	1.3774
Low	1.3650	1.3629	-0.0021	-0.2%	1.3374
Close	1.3669	1.3830	0.0161	1.2%	1.3761
Range	0.0116	0.0211	0.0095	81.9%	0.0400
ATR	0.0117	0.0124	0.0007	5.7%	0.0000
Volume	1,608	287	-1,321	-82.2%	3,044

Daily Pivots for day following 05-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4399	1.4326	1.3946
R3	1.4188	1.4115	1.3888
R2	1.3977	1.3977	1.3869
R1	1.3904	1.3904	1.3849	1.3941
PP	1.3766	1.3766	1.3766	1.3785
S1	1.3693	1.3693	1.3811	1.3730
S2	1.3555	1.3555	1.3791
S3	1.3344	1.3482	1.3772
S4	1.3133	1.3271	1.3714

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	1.3840	1.3546	0.0294	2.1%	0.0137	1.0%	97%	True	False	725
10	1.3840	1.3264	0.0576	4.2%	0.0143	1.0%	98%	True	False	575
20	1.3840	1.2650	0.1190	8.6%	0.0124	0.9%	99%	True	False	344
40	1.3840	1.2642	0.1198	8.7%	0.0075	0.5%	99%	True	False	178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.4737
2.618	1.4392
1.618	1.4181
1.000	1.4051
0.618	1.3970
HIGH	1.3840
0.618	1.3759
0.500	1.3735
0.382	1.3710
LOW	1.3629
0.618	1.3499
1.000	1.3418
1.618	1.3288
2.618	1.3077
4.250	1.2732

Fisher Pivots for day following 05-Oct-2010
Pivot	1 day	3 day
R1	1.3798	1.3794
PP	1.3766	1.3758
S1	1.3735	1.3722

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

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