CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 08-Oct-2010

Day Change Summary
	Previous	Current
	07-Oct-2010	08-Oct-2010	Change	Change %	Previous Week
Open	1.3907	1.3915	0.0008	0.1%	1.3761
High	1.4000	1.3955	-0.0045	-0.3%	1.4000
Low	1.3838	1.3814	-0.0024	-0.2%	1.3629
Close	1.3909	1.3891	-0.0018	-0.1%	1.3891
Range	0.0162	0.0141	-0.0021	-13.0%	0.0371
ATR	0.0128	0.0129	0.0001	0.7%	0.0000
Volume	355	856	501	141.1%	3,848

Daily Pivots for day following 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4310	1.4241	1.3969
R3	1.4169	1.4100	1.3930
R2	1.4028	1.4028	1.3917
R1	1.3959	1.3959	1.3904	1.3923
PP	1.3887	1.3887	1.3887	1.3869
S1	1.3818	1.3818	1.3878	1.3782
S2	1.3746	1.3746	1.3865
S3	1.3605	1.3677	1.3852
S4	1.3464	1.3536	1.3813

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4953	1.4793	1.4095
R3	1.4582	1.4422	1.3993
R2	1.4211	1.4211	1.3959
R1	1.4051	1.4051	1.3925	1.4131
PP	1.3840	1.3840	1.3840	1.3880
S1	1.3680	1.3680	1.3857	1.3760
S2	1.3469	1.3469	1.3823
S3	1.3098	1.3309	1.3789
S4	1.2727	1.2938	1.3687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4000	1.3629	0.0371	2.7%	0.0154	1.1%	71%	False	False	769
10	1.4000	1.3374	0.0626	4.5%	0.0141	1.0%	83%	False	False	689
20	1.4000	1.2781	0.1219	8.8%	0.0138	1.0%	91%	False	False	427
40	1.4000	1.2642	0.1358	9.8%	0.0084	0.6%	92%	False	False	226

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4554
2.618	1.4324
1.618	1.4183
1.000	1.4096
0.618	1.4042
HIGH	1.3955
0.618	1.3901
0.500	1.3885
0.382	1.3868
LOW	1.3814
0.618	1.3727
1.000	1.3673
1.618	1.3586
2.618	1.3445
4.250	1.3215

Fisher Pivots for day following 08-Oct-2010
Pivot	1 day	3 day
R1	1.3889	1.3892
PP	1.3887	1.3891
S1	1.3885	1.3891

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

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