CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 27-May-2009

Day Change Summary
	Previous	Current
	26-May-2009	27-May-2009	Change	Change %	Previous Week
Open	1.4021	1.3980	-0.0041	-0.3%	1.3450
High	1.4021	1.3982	-0.0039	-0.3%	1.4035
Low	1.3846	1.3820	-0.0026	-0.2%	1.3416
Close	1.3972	1.3905	-0.0067	-0.5%	1.4002
Range	0.0175	0.0162	-0.0013	-7.4%	0.0619
ATR	0.0165	0.0165	0.0000	-0.1%	0.0000
Volume	1,597	4,639	3,042	190.5%	6,319

Daily Pivots for day following 27-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4388	1.4309	1.3994
R3	1.4226	1.4147	1.3950
R2	1.4064	1.4064	1.3935
R1	1.3985	1.3985	1.3920	1.3944
PP	1.3902	1.3902	1.3902	1.3882
S1	1.3823	1.3823	1.3890	1.3782
S2	1.3740	1.3740	1.3875
S3	1.3578	1.3661	1.3860
S4	1.3416	1.3499	1.3816

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5675	1.5457	1.4342
R3	1.5056	1.4838	1.4172
R2	1.4437	1.4437	1.4115
R1	1.4219	1.4219	1.4059	1.4328
PP	1.3818	1.3818	1.3818	1.3872
S1	1.3600	1.3600	1.3945	1.3709
S2	1.3199	1.3199	1.3889
S3	1.2580	1.2981	1.3832
S4	1.1961	1.2362	1.3662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4035	1.3574	0.0461	3.3%	0.0182	1.3%	72%	False	False	2,389
10	1.4035	1.3416	0.0619	4.5%	0.0163	1.2%	79%	False	False	1,407
20	1.4035	1.3125	0.0910	6.5%	0.0160	1.2%	86%	False	False	853
40	1.4035	1.2876	0.1159	8.3%	0.0153	1.1%	89%	False	False	506

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4671
2.618	1.4406
1.618	1.4244
1.000	1.4144
0.618	1.4082
HIGH	1.3982
0.618	1.3920
0.500	1.3901
0.382	1.3882
LOW	1.3820
0.618	1.3720
1.000	1.3658
1.618	1.3558
2.618	1.3396
4.250	1.3132

Fisher Pivots for day following 27-May-2009
Pivot	1 day	3 day
R1	1.3904	1.3928
PP	1.3902	1.3920
S1	1.3901	1.3913

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

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