CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 20-May-2009

Day Change Summary
	Previous	Current
	19-May-2009	20-May-2009	Change	Change %	Previous Week
Open	1.3524	1.3618	0.0094	0.7%	1.3612
High	1.3650	1.3812	0.0162	1.2%	1.3700
Low	1.3524	1.3574	0.0050	0.4%	1.3453
Close	1.3637	1.3787	0.0150	1.1%	1.3463
Range	0.0126	0.0238	0.0112	88.9%	0.0247
ATR	0.0157	0.0162	0.0006	3.7%	0.0000
Volume	375	1,273	898	239.5%	2,443

Daily Pivots for day following 20-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4438	1.4351	1.3918
R3	1.4200	1.4113	1.3852
R2	1.3962	1.3962	1.3831
R1	1.3875	1.3875	1.3809	1.3919
PP	1.3724	1.3724	1.3724	1.3746
S1	1.3637	1.3637	1.3765	1.3681
S2	1.3486	1.3486	1.3743
S3	1.3248	1.3399	1.3722
S4	1.3010	1.3161	1.3656

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	1.3812	1.3416	0.0396	2.9%	0.0160	1.2%	94%	True	False	570
10	1.3812	1.3250	0.0562	4.1%	0.0163	1.2%	96%	True	False	512
20	1.3812	1.2965	0.0847	6.1%	0.0165	1.2%	97%	True	False	351
40	1.3812	1.2876	0.0936	6.8%	0.0150	1.1%	97%	True	False	258

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	0.0031
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.4824
2.618	1.4435
1.618	1.4197
1.000	1.4050
0.618	1.3959
HIGH	1.3812
0.618	1.3721
0.500	1.3693
0.382	1.3665
LOW	1.3574
0.618	1.3427
1.000	1.3336
1.618	1.3189
2.618	1.2951
4.250	1.2563

Fisher Pivots for day following 20-May-2009
Pivot	1 day	3 day
R1	1.3756	1.3729
PP	1.3724	1.3672
S1	1.3693	1.3614

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

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