CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	1.4422	1.4421	-0.0001	0.0%	1.4176
High	1.4422	1.4447	0.0025	0.2%	1.4283
Low	1.4376	1.4362	-0.0014	-0.1%	1.4010
Close	1.4388	1.4429	0.0041	0.3%	1.4254
Range	0.0046	0.0085	0.0039	84.8%	0.0273
ATR	0.0127	0.0124	-0.0003	-2.4%	0.0000
Volume	903	106	-797	-88.3%	1,293

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4668	1.4633	1.4476
R3	1.4583	1.4548	1.4452
R2	1.4498	1.4498	1.4445
R1	1.4463	1.4463	1.4437	1.4481
PP	1.4413	1.4413	1.4413	1.4421
S1	1.4378	1.4378	1.4421	1.4396
S2	1.4328	1.4328	1.4413
S3	1.4243	1.4293	1.4406
S4	1.4158	1.4208	1.4382

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5001	1.4901	1.4404
R3	1.4728	1.4628	1.4329
R2	1.4455	1.4455	1.4304
R1	1.4355	1.4355	1.4279	1.4405
PP	1.4182	1.4182	1.4182	1.4208
S1	1.4082	1.4082	1.4229	1.4132
S2	1.3909	1.3909	1.4204
S3	1.3636	1.3809	1.4179
S4	1.3363	1.3536	1.4104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4447	1.4020	0.0427	3.0%	0.0122	0.8%	96%	True	False	1,129
10	1.4447	1.4010	0.0437	3.0%	0.0129	0.9%	96%	True	False	624
20	1.4447	1.3893	0.0554	3.8%	0.0113	0.8%	97%	True	False	390
40	1.4447	1.3753	0.0694	4.8%	0.0110	0.8%	97%	True	False	294

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4808
2.618	1.4670
1.618	1.4585
1.000	1.4532
0.618	1.4500
HIGH	1.4447
0.618	1.4415
0.500	1.4405
0.382	1.4394
LOW	1.4362
0.618	1.4309
1.000	1.4277
1.618	1.4224
2.618	1.4139
4.250	1.4001

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	1.4421	1.4397
PP	1.4413	1.4364
S1	1.4405	1.4332

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

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