CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 22-Apr-2009

Day Change Summary
	Previous	Current
	21-Apr-2009	22-Apr-2009	Change	Change %	Previous Week
Open	1.2899	1.2925	0.0026	0.2%	1.3205
High	1.2975	1.3025	0.0050	0.4%	1.3373
Low	1.2895	1.2876	-0.0019	-0.1%	1.3006
Close	1.2920	1.3009	0.0089	0.7%	1.3015
Range	0.0080	0.0149	0.0069	86.3%	0.0367
ATR	0.0154	0.0154	0.0000	-0.2%	0.0000
Volume	185	142	-43	-23.2%	564

Daily Pivots for day following 22-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3417	1.3362	1.3091
R3	1.3268	1.3213	1.3050
R2	1.3119	1.3119	1.3036
R1	1.3064	1.3064	1.3023	1.3092
PP	1.2970	1.2970	1.2970	1.2984
S1	1.2915	1.2915	1.2995	1.2943
S2	1.2821	1.2821	1.2982
S3	1.2672	1.2766	1.2968
S4	1.2523	1.2617	1.2927

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4232	1.3991	1.3217
R3	1.3865	1.3624	1.3116
R2	1.3498	1.3498	1.3082
R1	1.3257	1.3257	1.3049	1.3194
PP	1.3131	1.3131	1.3131	1.3100
S1	1.2890	1.2890	1.2981	1.2827
S2	1.2764	1.2764	1.2948
S3	1.2397	1.2523	1.2914
S4	1.2030	1.2156	1.2813

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3231	1.2876	0.0355	2.7%	0.0122	0.9%	37%	False	True	245
10	1.3373	1.2876	0.0497	3.8%	0.0129	1.0%	27%	False	True	180
20	1.3653	1.2876	0.0777	6.0%	0.0135	1.0%	17%	False	True	165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3658
2.618	1.3415
1.618	1.3266
1.000	1.3174
0.618	1.3117
HIGH	1.3025
0.618	1.2968
0.500	1.2951
0.382	1.2933
LOW	1.2876
0.618	1.2784
1.000	1.2727
1.618	1.2635
2.618	1.2486
4.250	1.2243

Fisher Pivots for day following 22-Apr-2009
Pivot	1 day	3 day
R1	1.2990	1.2990
PP	1.2970	1.2970
S1	1.2951	1.2951

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

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