CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	1.3220	1.3015	-0.0205	-1.6%	1.3009
High	1.3221	1.3155	-0.0066	-0.5%	1.3285
Low	1.2990	1.2965	-0.0025	-0.2%	1.2876
Close	1.3012	1.3143	0.0131	1.0%	1.3237
Range	0.0231	0.0190	-0.0041	-17.7%	0.0409
ATR	0.0163	0.0165	0.0002	1.2%	0.0000
Volume	104	214	110	105.8%	1,281

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3658	1.3590	1.3248
R3	1.3468	1.3400	1.3195
R2	1.3278	1.3278	1.3178
R1	1.3210	1.3210	1.3160	1.3244
PP	1.3088	1.3088	1.3088	1.3105
S1	1.3020	1.3020	1.3126	1.3054
S2	1.2898	1.2898	1.3108
S3	1.2708	1.2830	1.3091
S4	1.2518	1.2640	1.3039

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%	0.0183	1.4%	65%	False	False	154
10	1.3285	1.2876	0.0409	3.1%	0.0151	1.1%	65%	False	False	194
20	1.3545	1.2876	0.0669	5.1%	0.0146	1.1%	40%	False	False	158

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3963
2.618	1.3652
1.618	1.3462
1.000	1.3345
0.618	1.3272
HIGH	1.3155
0.618	1.3082
0.500	1.3060
0.382	1.3038
LOW	1.2965
0.618	1.2848
1.000	1.2775
1.618	1.2658
2.618	1.2468
4.250	1.2158

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	1.3115	1.3137
PP	1.3088	1.3131
S1	1.3060	1.3125

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

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