CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 15-May-2009

Day Change Summary
	Previous	Current
	14-May-2009	15-May-2009	Change	Change %	Previous Week
Open	1.3585	1.3613	0.0028	0.2%	1.3612
High	1.3650	1.3632	-0.0018	-0.1%	1.3700
Low	1.3526	1.3453	-0.0073	-0.5%	1.3453
Close	1.3643	1.3463	-0.0180	-1.3%	1.3463
Range	0.0124	0.0179	0.0055	44.4%	0.0247
ATR	0.0159	0.0161	0.0002	1.4%	0.0000
Volume	732	236	-496	-67.8%	2,443

Daily Pivots for day following 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4053	1.3937	1.3561
R3	1.3874	1.3758	1.3512
R2	1.3695	1.3695	1.3496
R1	1.3579	1.3579	1.3479	1.3548
PP	1.3516	1.3516	1.3516	1.3500
S1	1.3400	1.3400	1.3447	1.3369
S2	1.3337	1.3337	1.3430
S3	1.3158	1.3221	1.3414
S4	1.2979	1.3042	1.3365

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4280	1.4118	1.3599
R3	1.4033	1.3871	1.3531
R2	1.3786	1.3786	1.3508
R1	1.3624	1.3624	1.3486	1.3582
PP	1.3539	1.3539	1.3539	1.3517
S1	1.3377	1.3377	1.3440	1.3335
S2	1.3292	1.3292	1.3418
S3	1.3045	1.3130	1.3395
S4	1.2798	1.2883	1.3327

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3700	1.3453	0.0247	1.8%	0.0134	1.0%	4%	False	True	488
10	1.3700	1.3221	0.0479	3.6%	0.0160	1.2%	51%	False	False	358
20	1.3700	1.2876	0.0824	6.1%	0.0158	1.2%	71%	False	False	305
40	1.3735	1.2876	0.0859	6.4%	0.0149	1.1%	68%	False	False	218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.4393
2.618	1.4101
1.618	1.3922
1.000	1.3811
0.618	1.3743
HIGH	1.3632
0.618	1.3564
0.500	1.3543
0.382	1.3521
LOW	1.3453
0.618	1.3342
1.000	1.3274
1.618	1.3163
2.618	1.2984
4.250	1.2692

Fisher Pivots for day following 15-May-2009
Pivot	1 day	3 day
R1	1.3543	1.3577
PP	1.3516	1.3539
S1	1.3490	1.3501

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

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