CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 13-May-2009

Day Change Summary
	Previous	Current
	12-May-2009	13-May-2009	Change	Change %	Previous Week
Open	1.3588	1.3651	0.0063	0.5%	1.3296
High	1.3685	1.3700	0.0015	0.1%	1.3636
Low	1.3580	1.3547	-0.0033	-0.2%	1.3221
Close	1.3629	1.3600	-0.0029	-0.2%	1.3612
Range	0.0105	0.0153	0.0048	45.7%	0.0415
ATR	0.0162	0.0161	-0.0001	-0.4%	0.0000
Volume	389	547	158	40.6%	1,146

Daily Pivots for day following 13-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4075	1.3990	1.3684
R3	1.3922	1.3837	1.3642
R2	1.3769	1.3769	1.3628
R1	1.3684	1.3684	1.3614	1.3650
PP	1.3616	1.3616	1.3616	1.3599
S1	1.3531	1.3531	1.3586	1.3497
S2	1.3463	1.3463	1.3572
S3	1.3310	1.3378	1.3558
S4	1.3157	1.3225	1.3516

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4735	1.4588	1.3840
R3	1.4320	1.4173	1.3726
R2	1.3905	1.3905	1.3688
R1	1.3758	1.3758	1.3650	1.3832
PP	1.3490	1.3490	1.3490	1.3526
S1	1.3343	1.3343	1.3574	1.3417
S2	1.3075	1.3075	1.3536
S3	1.2660	1.2928	1.3498
S4	1.2245	1.2513	1.3384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3700	1.3250	0.0450	3.3%	0.0165	1.2%	78%	True	False	455
10	1.3700	1.3198	0.0502	3.7%	0.0153	1.1%	80%	True	False	333
20	1.3700	1.2876	0.0824	6.1%	0.0155	1.1%	88%	True	False	270
40	1.3735	1.2876	0.0859	6.3%	0.0158	1.2%	84%	False	False	196

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4350
2.618	1.4101
1.618	1.3948
1.000	1.3853
0.618	1.3795
HIGH	1.3700
0.618	1.3642
0.500	1.3624
0.382	1.3605
LOW	1.3547
0.618	1.3452
1.000	1.3394
1.618	1.3299
2.618	1.3146
4.250	1.2897

Fisher Pivots for day following 13-May-2009
Pivot	1 day	3 day
R1	1.3624	1.3624
PP	1.3616	1.3616
S1	1.3608	1.3608

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

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