CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 21-Apr-2009

Day Change Summary
	Previous	Current
	20-Apr-2009	21-Apr-2009	Change	Change %	Previous Week
Open	1.3009	1.2899	-0.0110	-0.8%	1.3205
High	1.3012	1.2975	-0.0037	-0.3%	1.3373
Low	1.2880	1.2895	0.0015	0.1%	1.3006
Close	1.2912	1.2920	0.0008	0.1%	1.3015
Range	0.0132	0.0080	-0.0052	-39.4%	0.0367
ATR	0.0160	0.0154	-0.0006	-3.6%	0.0000
Volume	641	185	-456	-71.1%	564

Daily Pivots for day following 21-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3170	1.3125	1.2964
R3	1.3090	1.3045	1.2942
R2	1.3010	1.3010	1.2935
R1	1.2965	1.2965	1.2927	1.2988
PP	1.2930	1.2930	1.2930	1.2941
S1	1.2885	1.2885	1.2913	1.2908
S2	1.2850	1.2850	1.2905
S3	1.2770	1.2805	1.2898
S4	1.2690	1.2725	1.2876

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4232	1.3991	1.3217
R3	1.3865	1.3624	1.3116
R2	1.3498	1.3498	1.3082
R1	1.3257	1.3257	1.3049	1.3194
PP	1.3131	1.3131	1.3131	1.3100
S1	1.2890	1.2890	1.2981	1.2827
S2	1.2764	1.2764	1.2948
S3	1.2397	1.2523	1.2914
S4	1.2030	1.2156	1.2813

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3279	1.2880	0.0399	3.1%	0.0119	0.9%	10%	False	False	233
10	1.3373	1.2880	0.0493	3.8%	0.0126	1.0%	8%	False	False	171
20	1.3653	1.2880	0.0773	6.0%	0.0133	1.0%	5%	False	False	161

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3315
2.618	1.3184
1.618	1.3104
1.000	1.3055
0.618	1.3024
HIGH	1.2975
0.618	1.2944
0.500	1.2935
0.382	1.2926
LOW	1.2895
0.618	1.2846
1.000	1.2815
1.618	1.2766
2.618	1.2686
4.250	1.2555

Fisher Pivots for day following 21-Apr-2009
Pivot	1 day	3 day
R1	1.2935	1.3010
PP	1.2930	1.2980
S1	1.2925	1.2950

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

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