CME Euro FX Future September 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	1.3636	1.3525	-0.0111	-0.8%	1.2995
High	1.3636	1.3525	-0.0111	-0.8%	1.3664
Low	1.3636	1.3525	-0.0111	-0.8%	1.2995
Close	1.3636	1.3525	-0.0111	-0.8%	1.3558
Range
ATR	0.0104	0.0104	0.0001	0.5%	0.0000
Volume	106	49	-57	-53.8%	242

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3525	1.3525	1.3525
R3	1.3525	1.3525	1.3525
R2	1.3525	1.3525	1.3525
R1	1.3525	1.3525	1.3525	1.3525
PP	1.3525	1.3525	1.3525	1.3525
S1	1.3525	1.3525	1.3525	1.3525
S2	1.3525	1.3525	1.3525
S3	1.3525	1.3525	1.3525
S4	1.3525	1.3525	1.3525

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5413	1.5154	1.3926
R3	1.4744	1.4485	1.3742
R2	1.4075	1.4075	1.3681
R1	1.3816	1.3816	1.3619	1.3946
PP	1.3406	1.3406	1.3406	1.3470
S1	1.3147	1.3147	1.3497	1.3277
S2	1.2737	1.2737	1.3435
S3	1.2068	1.2478	1.3374
S4	1.1399	1.1809	1.3190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3664	1.3140	0.0524	3.9%	0.0070	0.5%	73%	False	False	70
10	1.3664	1.2815	0.0849	6.3%	0.0035	0.3%	84%	False	False	45

Crabel Price Patterns
NR	False
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	0.0002

Fibonacci Retracements and Extensions
4.250	1.3525
2.618	1.3525
1.618	1.3525
1.000	1.3525
0.618	1.3525
HIGH	1.3525
0.618	1.3525
0.500	1.3525
0.382	1.3525
LOW	1.3525
0.618	1.3525
1.000	1.3525
1.618	1.3525
2.618	1.3525
4.250	1.3525

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	1.3525	1.3581
PP	1.3525	1.3562
S1	1.3525	1.3544

Download as Excel Spreadsheet

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

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