CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 24-Apr-2009

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	1.2995	1.3133	0.0138	1.1%	1.3009
High	1.3145	1.3285	0.0140	1.1%	1.3285
Low	1.2975	1.3112	0.0137	1.1%	1.2876
Close	1.3103	1.3237	0.0134	1.0%	1.3237
Range	0.0170	0.0173	0.0003	1.8%	0.0409
ATR	0.0155	0.0157	0.0002	1.2%	0.0000
Volume	171	142	-29	-17.0%	1,281

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3730	1.3657	1.3332
R3	1.3557	1.3484	1.3285
R2	1.3384	1.3384	1.3269
R1	1.3311	1.3311	1.3253	1.3348
PP	1.3211	1.3211	1.3211	1.3230
S1	1.3138	1.3138	1.3221	1.3175
S2	1.3038	1.3038	1.3205
S3	1.2865	1.2965	1.3189
S4	1.2692	1.2792	1.3142

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4360	1.4207	1.3462
R3	1.3951	1.3798	1.3349
R2	1.3542	1.3542	1.3312
R1	1.3389	1.3389	1.3274	1.3466
PP	1.3133	1.3133	1.3133	1.3171
S1	1.2980	1.2980	1.3200	1.3057
S2	1.2724	1.2724	1.3162
S3	1.2315	1.2571	1.3125
S4	1.1906	1.2162	1.3012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3285	1.2876	0.0409	3.1%	0.0141	1.1%	88%	True	False	256
10	1.3373	1.2876	0.0497	3.8%	0.0135	1.0%	73%	False	False	184
20	1.3545	1.2876	0.0669	5.1%	0.0141	1.1%	54%	False	False	156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.4020
2.618	1.3738
1.618	1.3565
1.000	1.3458
0.618	1.3392
HIGH	1.3285
0.618	1.3219
0.500	1.3199
0.382	1.3178
LOW	1.3112
0.618	1.3005
1.000	1.2939
1.618	1.2832
2.618	1.2659
4.250	1.2377

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	1.3224	1.3185
PP	1.3211	1.3133
S1	1.3199	1.3081

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

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