CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 05-May-2009

Day Change Summary
	Previous	Current
	04-May-2009	05-May-2009	Change	Change %	Previous Week
Open	1.3296	1.3410	0.0114	0.9%	1.3220
High	1.3422	1.3428	0.0006	0.0%	1.3374
Low	1.3221	1.3285	0.0064	0.5%	1.2965
Close	1.3367	1.3307	-0.0060	-0.4%	1.3261
Range	0.0201	0.0143	-0.0058	-28.9%	0.0409
ATR	0.0164	0.0162	-0.0001	-0.9%	0.0000
Volume	48	140	92	191.7%	1,248

Daily Pivots for day following 05-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3769	1.3681	1.3386
R3	1.3626	1.3538	1.3346
R2	1.3483	1.3483	1.3333
R1	1.3395	1.3395	1.3320	1.3368
PP	1.3340	1.3340	1.3340	1.3326
S1	1.3252	1.3252	1.3294	1.3225
S2	1.3197	1.3197	1.3281
S3	1.3054	1.3109	1.3268
S4	1.2911	1.2966	1.3228

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4427	1.4253	1.3486
R3	1.4018	1.3844	1.3373
R2	1.3609	1.3609	1.3336
R1	1.3435	1.3435	1.3298	1.3522
PP	1.3200	1.3200	1.3200	1.3244
S1	1.3026	1.3026	1.3224	1.3113
S2	1.2791	1.2791	1.3186
S3	1.2382	1.2617	1.3149
S4	1.1973	1.2208	1.3036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3428	1.3125	0.0303	2.3%	0.0156	1.2%	60%	True	False	223
10	1.3428	1.2876	0.0552	4.1%	0.0169	1.3%	78%	True	False	189
20	1.3428	1.2876	0.0552	4.1%	0.0148	1.1%	78%	True	False	180
40	1.3735	1.2700	0.1035	7.8%	0.0149	1.1%	59%	False	False	138

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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4036
2.618	1.3802
1.618	1.3659
1.000	1.3571
0.618	1.3516
HIGH	1.3428
0.618	1.3373
0.500	1.3357
0.382	1.3340
LOW	1.3285
0.618	1.3197
1.000	1.3142
1.618	1.3054
2.618	1.2911
4.250	1.2677

Fisher Pivots for day following 05-May-2009
Pivot	1 day	3 day
R1	1.3357	1.3325
PP	1.3340	1.3319
S1	1.3324	1.3313

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

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