CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	1.3817	1.3907	0.0090	0.7%	1.3455
High	1.3922	1.4000	0.0078	0.6%	1.3774
Low	1.3783	1.3838	0.0055	0.4%	1.3374
Close	1.3918	1.3909	-0.0009	-0.1%	1.3761
Range	0.0139	0.0162	0.0023	16.5%	0.0400
ATR	0.0125	0.0128	0.0003	2.1%	0.0000
Volume	742	355	-387	-52.2%	3,044

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4402	1.4317	1.3998
R3	1.4240	1.4155	1.3954
R2	1.4078	1.4078	1.3939
R1	1.3993	1.3993	1.3924	1.4036
PP	1.3916	1.3916	1.3916	1.3937
S1	1.3831	1.3831	1.3894	1.3874
S2	1.3754	1.3754	1.3879
S3	1.3592	1.3669	1.3864
S4	1.3430	1.3507	1.3820

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	1.4000	1.3603	0.0397	2.9%	0.0160	1.1%	77%	True	False	743
10	1.4000	1.3282	0.0718	5.2%	0.0148	1.1%	87%	True	False	625
20	1.4000	1.2650	0.1350	9.7%	0.0135	1.0%	93%	True	False	388
40	1.4000	1.2642	0.1358	9.8%	0.0080	0.6%	93%	True	False	205

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	0.0032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4689
2.618	1.4424
1.618	1.4262
1.000	1.4162
0.618	1.4100
HIGH	1.4000
0.618	1.3938
0.500	1.3919
0.382	1.3900
LOW	1.3838
0.618	1.3738
1.000	1.3676
1.618	1.3576
2.618	1.3414
4.250	1.3150

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	1.3919	1.3878
PP	1.3916	1.3846
S1	1.3912	1.3815

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

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