CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 06-May-2009

Day Change Summary
	Previous	Current
	05-May-2009	06-May-2009	Change	Change %	Previous Week
Open	1.3410	1.3270	-0.0140	-1.0%	1.3220
High	1.3428	1.3367	-0.0061	-0.5%	1.3374
Low	1.3285	1.3242	-0.0043	-0.3%	1.2965
Close	1.3307	1.3343	0.0036	0.3%	1.3261
Range	0.0143	0.0125	-0.0018	-12.6%	0.0409
ATR	0.0162	0.0159	-0.0003	-1.6%	0.0000
Volume	140	158	18	12.9%	1,248

Daily Pivots for day following 06-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3692	1.3643	1.3412
R3	1.3567	1.3518	1.3377
R2	1.3442	1.3442	1.3366
R1	1.3393	1.3393	1.3354	1.3418
PP	1.3317	1.3317	1.3317	1.3330
S1	1.3268	1.3268	1.3332	1.3293
S2	1.3192	1.3192	1.3320
S3	1.3067	1.3143	1.3309
S4	1.2942	1.3018	1.3274

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	1.3198	0.0230	1.7%	0.0140	1.1%	63%	False	False	211
10	1.3428	1.2965	0.0463	3.5%	0.0167	1.3%	82%	False	False	190
20	1.3428	1.2876	0.0552	4.1%	0.0148	1.1%	85%	False	False	185
40	1.3735	1.2780	0.0955	7.2%	0.0149	1.1%	59%	False	False	141

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	True
Bull Hook	False
Stretch	0.0027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3898
2.618	1.3694
1.618	1.3569
1.000	1.3492
0.618	1.3444
HIGH	1.3367
0.618	1.3319
0.500	1.3305
0.382	1.3290
LOW	1.3242
0.618	1.3165
1.000	1.3117
1.618	1.3040
2.618	1.2915
4.250	1.2711

Fisher Pivots for day following 06-May-2009
Pivot	1 day	3 day
R1	1.3330	1.3337
PP	1.3317	1.3331
S1	1.3305	1.3325

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

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