CME Euro FX (E) Future September 2009

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

Day Change Summary
	Previous	Current
	02-Apr-2009	03-Apr-2009	Change	Change %	Previous Week
Open	1.3248	1.3443	0.0195	1.5%	1.3249
High	1.3521	1.3491	-0.0030	-0.2%	1.3521
Low	1.3248	1.3415	0.0167	1.3%	1.3132
Close	1.3447	1.3490	0.0043	0.3%	1.3490
Range	0.0273	0.0076	-0.0197	-72.2%	0.0389
ATR	0.0177	0.0170	-0.0007	-4.1%	0.0000
Volume	182	230	48	26.4%	667

Daily Pivots for day following 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3693	1.3668	1.3532
R3	1.3617	1.3592	1.3511
R2	1.3541	1.3541	1.3504
R1	1.3516	1.3516	1.3497	1.3529
PP	1.3465	1.3465	1.3465	1.3472
S1	1.3440	1.3440	1.3483	1.3453
S2	1.3389	1.3389	1.3476
S3	1.3313	1.3364	1.3469
S4	1.3237	1.3288	1.3448

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4548	1.4408	1.3704
R3	1.4159	1.4019	1.3597
R2	1.3770	1.3770	1.3561
R1	1.3630	1.3630	1.3526	1.3700
PP	1.3381	1.3381	1.3381	1.3416
S1	1.3241	1.3241	1.3454	1.3311
S2	1.2992	1.2992	1.3419
S3	1.2603	1.2852	1.3383
S4	1.2214	1.2463	1.3276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3521	1.3132	0.0389	2.9%	0.0134	1.0%	92%	False	False	133
10	1.3659	1.3132	0.0527	3.9%	0.0138	1.0%	68%	False	False	146
20	1.3735	1.2621	0.1114	8.3%	0.0143	1.1%	78%	False	False	90

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3814
2.618	1.3690
1.618	1.3614
1.000	1.3567
0.618	1.3538
HIGH	1.3491
0.618	1.3462
0.500	1.3453
0.382	1.3444
LOW	1.3415
0.618	1.3368
1.000	1.3339
1.618	1.3292
2.618	1.3216
4.250	1.3092

Fisher Pivots for day following 03-Apr-2009
Pivot	1 day	3 day
R1	1.3478	1.3443
PP	1.3465	1.3395
S1	1.3453	1.3348

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

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