CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 07-May-2009

Day Change Summary
	Previous	Current
	06-May-2009	07-May-2009	Change	Change %	Previous Week
Open	1.3270	1.3304	0.0034	0.3%	1.3220
High	1.3367	1.3461	0.0094	0.7%	1.3374
Low	1.3242	1.3250	0.0008	0.1%	1.2965
Close	1.3343	1.3366	0.0023	0.2%	1.3261
Range	0.0125	0.0211	0.0086	68.8%	0.0409
ATR	0.0159	0.0163	0.0004	2.3%	0.0000
Volume	158	322	164	103.8%	1,248

Daily Pivots for day following 07-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3992	1.3890	1.3482
R3	1.3781	1.3679	1.3424
R2	1.3570	1.3570	1.3405
R1	1.3468	1.3468	1.3385	1.3519
PP	1.3359	1.3359	1.3359	1.3385
S1	1.3257	1.3257	1.3347	1.3308
S2	1.3148	1.3148	1.3327
S3	1.2937	1.3046	1.3308
S4	1.2726	1.2835	1.3250

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	1.3461	1.3221	0.0240	1.8%	0.0147	1.1%	60%	True	False	175
10	1.3461	1.2965	0.0496	3.7%	0.0171	1.3%	81%	True	False	205
20	1.3461	1.2876	0.0585	4.4%	0.0153	1.1%	84%	True	False	194
40	1.3735	1.2787	0.0948	7.1%	0.0152	1.1%	61%	False	False	149

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	0.0030
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.4358
2.618	1.4013
1.618	1.3802
1.000	1.3672
0.618	1.3591
HIGH	1.3461
0.618	1.3380
0.500	1.3356
0.382	1.3331
LOW	1.3250
0.618	1.3120
1.000	1.3039
1.618	1.2909
2.618	1.2698
4.250	1.2353

Fisher Pivots for day following 07-May-2009
Pivot	1 day	3 day
R1	1.3363	1.3361
PP	1.3359	1.3356
S1	1.3356	1.3352

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

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