CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 30-Apr-2009

Day Change Summary
	Previous	Current
	29-Apr-2009	30-Apr-2009	Change	Change %	Previous Week
Open	1.3135	1.3245	0.0110	0.8%	1.3009
High	1.3330	1.3374	0.0044	0.3%	1.3285
Low	1.3125	1.3198	0.0073	0.6%	1.2876
Close	1.3284	1.3257	-0.0027	-0.2%	1.3237
Range	0.0205	0.0176	-0.0029	-14.1%	0.0409
ATR	0.0168	0.0169	0.0001	0.3%	0.0000
Volume	220	500	280	127.3%	1,281

Daily Pivots for day following 30-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3804	1.3707	1.3354
R3	1.3628	1.3531	1.3305
R2	1.3452	1.3452	1.3289
R1	1.3355	1.3355	1.3273	1.3404
PP	1.3276	1.3276	1.3276	1.3301
S1	1.3179	1.3179	1.3241	1.3228
S2	1.3100	1.3100	1.3225
S3	1.2924	1.3003	1.3209
S4	1.2748	1.2827	1.3160

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	1.3374	1.2965	0.0409	3.1%	0.0195	1.5%	71%	True	False	236
10	1.3374	1.2876	0.0498	3.8%	0.0164	1.2%	77%	True	False	241
20	1.3545	1.2876	0.0669	5.0%	0.0154	1.2%	57%	False	False	188
40	1.3735	1.2554	0.1181	8.9%	0.0143	1.1%	60%	False	False	131

Crabel Price Patterns
NR	True
NR4	True
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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4122
2.618	1.3835
1.618	1.3659
1.000	1.3550
0.618	1.3483
HIGH	1.3374
0.618	1.3307
0.500	1.3286
0.382	1.3265
LOW	1.3198
0.618	1.3089
1.000	1.3022
1.618	1.2913
2.618	1.2737
4.250	1.2450

Fisher Pivots for day following 30-Apr-2009
Pivot	1 day	3 day
R1	1.3286	1.3228
PP	1.3276	1.3199
S1	1.3267	1.3170

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

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