CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	1.4038	1.4070	0.0032	0.2%	1.4227
High	1.4096	1.4282	0.0186	1.3%	1.4306
Low	1.4008	1.4065	0.0057	0.4%	1.4007
Close	1.4077	1.4254	0.0177	1.3%	1.4254
Range	0.0088	0.0217	0.0129	146.6%	0.0299
ATR	0.0148	0.0153	0.0005	3.3%	0.0000
Volume	298,175	224,051	-74,124	-24.9%	1,126,836

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4851	1.4770	1.4373
R3	1.4634	1.4553	1.4314
R2	1.4417	1.4417	1.4294
R1	1.4336	1.4336	1.4274	1.4377
PP	1.4200	1.4200	1.4200	1.4221
S1	1.4119	1.4119	1.4234	1.4160
S2	1.3983	1.3983	1.4214
S3	1.3766	1.3902	1.4194
S4	1.3549	1.3685	1.4135

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5086	1.4969	1.4418
R3	1.4787	1.4670	1.4336
R2	1.4488	1.4488	1.4309
R1	1.4371	1.4371	1.4281	1.4430
PP	1.4189	1.4189	1.4189	1.4218
S1	1.4072	1.4072	1.4227	1.4131
S2	1.3890	1.3890	1.4199
S3	1.3591	1.3773	1.4172
S4	1.3292	1.3474	1.4090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4306	1.4007	0.0299	2.1%	0.0160	1.1%	83%	False	False	225,367
10	1.4306	1.4007	0.0299	2.1%	0.0145	1.0%	83%	False	False	206,541
20	1.4306	1.3831	0.0475	3.3%	0.0139	1.0%	89%	False	False	208,130
40	1.4306	1.3736	0.0570	4.0%	0.0166	1.2%	91%	False	False	185,364
60	1.4327	1.3250	0.1077	7.6%	0.0169	1.2%	93%	False	False	124,511
80	1.4327	1.2876	0.1451	10.2%	0.0164	1.1%	95%	False	False	93,429
100	1.4327	1.2780	0.1547	10.9%	0.0161	1.1%	95%	False	False	74,763

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	0.0039
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1.5204
2.618	1.4850
1.618	1.4633
1.000	1.4499
0.618	1.4416
HIGH	1.4282
0.618	1.4199
0.500	1.4174
0.382	1.4148
LOW	1.4065
0.618	1.3931
1.000	1.3848
1.618	1.3714
2.618	1.3497
4.250	1.3143

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	1.4227	1.4218
PP	1.4200	1.4181
S1	1.4174	1.4145

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

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