CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 06-Apr-2009

Day Change Summary
	Previous	Current
	03-Apr-2009	06-Apr-2009	Change	Change %	Previous Week
Open	1.3443	1.3545	0.0102	0.8%	1.3249
High	1.3491	1.3545	0.0054	0.4%	1.3521
Low	1.3415	1.3360	-0.0055	-0.4%	1.3132
Close	1.3490	1.3399	-0.0091	-0.7%	1.3490
Range	0.0076	0.0185	0.0109	143.4%	0.0389
ATR	0.0170	0.0171	0.0001	0.6%	0.0000
Volume	230	152	-78	-33.9%	667

Daily Pivots for day following 06-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3990	1.3879	1.3501
R3	1.3805	1.3694	1.3450
R2	1.3620	1.3620	1.3433
R1	1.3509	1.3509	1.3416	1.3472
PP	1.3435	1.3435	1.3435	1.3416
S1	1.3324	1.3324	1.3382	1.3287
S2	1.3250	1.3250	1.3365
S3	1.3065	1.3139	1.3348
S4	1.2880	1.2954	1.3297

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	1.3545	1.3175	0.0370	2.8%	0.0147	1.1%	61%	True	False	138
10	1.3653	1.3132	0.0521	3.9%	0.0140	1.0%	51%	False	False	151
20	1.3735	1.2700	0.1035	7.7%	0.0150	1.1%	68%	False	False	96

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4331
2.618	1.4029
1.618	1.3844
1.000	1.3730
0.618	1.3659
HIGH	1.3545
0.618	1.3474
0.500	1.3453
0.382	1.3431
LOW	1.3360
0.618	1.3246
1.000	1.3175
1.618	1.3061
2.618	1.2876
4.250	1.2574

Fisher Pivots for day following 06-Apr-2009
Pivot	1 day	3 day
R1	1.3453	1.3398
PP	1.3435	1.3397
S1	1.3417	1.3397

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

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