CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 14-May-2009

Day Change Summary
	Previous	Current
	13-May-2009	14-May-2009	Change	Change %	Previous Week
Open	1.3651	1.3585	-0.0066	-0.5%	1.3296
High	1.3700	1.3650	-0.0050	-0.4%	1.3636
Low	1.3547	1.3526	-0.0021	-0.2%	1.3221
Close	1.3600	1.3643	0.0043	0.3%	1.3612
Range	0.0153	0.0124	-0.0029	-19.0%	0.0415
ATR	0.0161	0.0159	-0.0003	-1.7%	0.0000
Volume	547	732	185	33.8%	1,146

Daily Pivots for day following 14-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3978	1.3935	1.3711
R3	1.3854	1.3811	1.3677
R2	1.3730	1.3730	1.3666
R1	1.3687	1.3687	1.3654	1.3709
PP	1.3606	1.3606	1.3606	1.3617
S1	1.3563	1.3563	1.3632	1.3585
S2	1.3482	1.3482	1.3620
S3	1.3358	1.3439	1.3609
S4	1.3234	1.3315	1.3575

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4735	1.4588	1.3840
R3	1.4320	1.4173	1.3726
R2	1.3905	1.3905	1.3688
R1	1.3758	1.3758	1.3650	1.3832
PP	1.3490	1.3490	1.3490	1.3526
S1	1.3343	1.3343	1.3574	1.3417
S2	1.3075	1.3075	1.3536
S3	1.2660	1.2928	1.3498
S4	1.2245	1.2513	1.3384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3700	1.3388	0.0312	2.3%	0.0148	1.1%	82%	False	False	537
10	1.3700	1.3221	0.0479	3.5%	0.0148	1.1%	88%	False	False	356
20	1.3700	1.2876	0.0824	6.0%	0.0156	1.1%	93%	False	False	298
40	1.3735	1.2876	0.0859	6.3%	0.0151	1.1%	89%	False	False	214

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4177
2.618	1.3975
1.618	1.3851
1.000	1.3774
0.618	1.3727
HIGH	1.3650
0.618	1.3603
0.500	1.3588
0.382	1.3573
LOW	1.3526
0.618	1.3449
1.000	1.3402
1.618	1.3325
2.618	1.3201
4.250	1.2999

Fisher Pivots for day following 14-May-2009
Pivot	1 day	3 day
R1	1.3625	1.3633
PP	1.3606	1.3623
S1	1.3588	1.3613

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

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