CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 03-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	03-Jul-2009	Change	Change %	Previous Week
Open	1.4135	1.3955	-0.0180	-1.3%	1.4020
High	1.4140	1.4014	-0.0126	-0.9%	1.4178
Low	1.3990	1.3955	-0.0035	-0.3%	1.3955
Close	1.4021	1.4021	0.0000	0.0%	1.4021
Range	0.0150	0.0059	-0.0091	-60.7%	0.0223
ATR	0.0134	0.0129	-0.0005	-3.6%	0.0000
Volume	51	167	116	227.5%	1,009

Daily Pivots for day following 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4174	1.4156	1.4053
R3	1.4115	1.4097	1.4037
R2	1.4056	1.4056	1.4032
R1	1.4038	1.4038	1.4026	1.4047
PP	1.3997	1.3997	1.3997	1.4001
S1	1.3979	1.3979	1.4016	1.3988
S2	1.3938	1.3938	1.4010
S3	1.3879	1.3920	1.4005
S4	1.3820	1.3861	1.3989

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4720	1.4594	1.4144
R3	1.4497	1.4371	1.4082
R2	1.4274	1.4274	1.4062
R1	1.4148	1.4148	1.4041	1.4211
PP	1.4051	1.4051	1.4051	1.4083
S1	1.3925	1.3925	1.4001	1.3988
S2	1.3828	1.3828	1.3980
S3	1.3605	1.3702	1.3960
S4	1.3382	1.3479	1.3898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4178	1.3955	0.0223	1.6%	0.0105	0.7%	30%	False	True	201
10	1.4178	1.3822	0.0356	2.5%	0.0111	0.8%	56%	False	False	176
20	1.4178	1.3753	0.0425	3.0%	0.0108	0.8%	63%	False	False	101

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.4265
2.618	1.4168
1.618	1.4109
1.000	1.4073
0.618	1.4050
HIGH	1.4014
0.618	1.3991
0.500	1.3985
0.382	1.3978
LOW	1.3955
0.618	1.3919
1.000	1.3896
1.618	1.3860
2.618	1.3801
4.250	1.3704

Fisher Pivots for day following 03-Jul-2009
Pivot	1 day	3 day
R1	1.4009	1.4067
PP	1.3997	1.4051
S1	1.3985	1.4036

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

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