CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 14-Apr-2009

Day Change Summary
	Previous	Current
	13-Apr-2009	14-Apr-2009	Change	Change %	Previous Week
Open	1.3205	1.3306	0.0101	0.8%	1.3545
High	1.3373	1.3306	-0.0067	-0.5%	1.3545
Low	1.3190	1.3228	0.0038	0.3%	1.3125
Close	1.3355	1.3284	-0.0071	-0.5%	1.3143
Range	0.0183	0.0078	-0.0105	-57.4%	0.0420
ATR	0.0171	0.0168	-0.0003	-1.8%	0.0000
Volume	181	42	-139	-76.8%	473

Daily Pivots for day following 14-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3507	1.3473	1.3327
R3	1.3429	1.3395	1.3305
R2	1.3351	1.3351	1.3298
R1	1.3317	1.3317	1.3291	1.3295
PP	1.3273	1.3273	1.3273	1.3262
S1	1.3239	1.3239	1.3277	1.3217
S2	1.3195	1.3195	1.3270
S3	1.3117	1.3161	1.3263
S4	1.3039	1.3083	1.3241

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4531	1.4257	1.3374
R3	1.4111	1.3837	1.3259
R2	1.3691	1.3691	1.3220
R1	1.3417	1.3417	1.3182	1.3344
PP	1.3271	1.3271	1.3271	1.3235
S1	1.2997	1.2997	1.3105	1.2924
S2	1.2851	1.2851	1.3066
S3	1.2431	1.2577	1.3028
S4	1.2011	1.2157	1.2912

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3373	1.3125	0.0248	1.9%	0.0133	1.0%	64%	False	False	108
10	1.3545	1.3125	0.0420	3.2%	0.0140	1.1%	38%	False	False	123
20	1.3735	1.2958	0.0777	5.8%	0.0158	1.2%	42%	False	False	118

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	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3638
2.618	1.3510
1.618	1.3432
1.000	1.3384
0.618	1.3354
HIGH	1.3306
0.618	1.3276
0.500	1.3267
0.382	1.3258
LOW	1.3228
0.618	1.3180
1.000	1.3150
1.618	1.3102
2.618	1.3024
4.250	1.2897

Fisher Pivots for day following 14-Apr-2009
Pivot	1 day	3 day
R1	1.3278	1.3272
PP	1.3273	1.3261
S1	1.3267	1.3249

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

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