CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 21-May-2009

Day Change Summary
	Previous	Current
	20-May-2009	21-May-2009	Change	Change %	Previous Week
Open	1.3618	1.3759	0.0141	1.0%	1.3612
High	1.3812	1.3908	0.0096	0.7%	1.3700
Low	1.3574	1.3712	0.0138	1.0%	1.3453
Close	1.3787	1.3876	0.0089	0.6%	1.3463
Range	0.0238	0.0196	-0.0042	-17.6%	0.0247
ATR	0.0162	0.0165	0.0002	1.5%	0.0000
Volume	1,273	2,485	1,212	95.2%	2,443

Daily Pivots for day following 21-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4420	1.4344	1.3984
R3	1.4224	1.4148	1.3930
R2	1.4028	1.4028	1.3912
R1	1.3952	1.3952	1.3894	1.3990
PP	1.3832	1.3832	1.3832	1.3851
S1	1.3756	1.3756	1.3858	1.3794
S2	1.3636	1.3636	1.3840
S3	1.3440	1.3560	1.3822
S4	1.3244	1.3364	1.3768

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	1.3908	1.3416	0.0492	3.5%	0.0175	1.3%	93%	True	False	920
10	1.3908	1.3388	0.0520	3.7%	0.0161	1.2%	94%	True	False	728
20	1.3908	1.2965	0.0943	6.8%	0.0166	1.2%	97%	True	False	467
40	1.3908	1.2876	0.1032	7.4%	0.0151	1.1%	97%	True	False	314

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	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4741
2.618	1.4421
1.618	1.4225
1.000	1.4104
0.618	1.4029
HIGH	1.3908
0.618	1.3833
0.500	1.3810
0.382	1.3787
LOW	1.3712
0.618	1.3591
1.000	1.3516
1.618	1.3395
2.618	1.3199
4.250	1.2879

Fisher Pivots for day following 21-May-2009
Pivot	1 day	3 day
R1	1.3854	1.3823
PP	1.3832	1.3769
S1	1.3810	1.3716

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

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