CME Euro FX Future September 2009

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

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	1.3520	1.3311	-0.0209	-1.5%	1.3636
High	1.3520	1.3311	-0.0209	-1.5%	1.3636
Low	1.3520	1.3311	-0.0209	-1.5%	1.3311
Close	1.3520	1.3311	-0.0209	-1.5%	1.3311
Range
ATR	0.0097	0.0105	0.0008	8.3%	0.0000
Volume	232	152	-80	-34.5%	799

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3311	1.3311	1.3311
R3	1.3311	1.3311	1.3311
R2	1.3311	1.3311	1.3311
R1	1.3311	1.3311	1.3311	1.3311
PP	1.3311	1.3311	1.3311	1.3311
S1	1.3311	1.3311	1.3311	1.3311
S2	1.3311	1.3311	1.3311
S3	1.3311	1.3311	1.3311
S4	1.3311	1.3311	1.3311

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4394	1.4178	1.3490
R3	1.4069	1.3853	1.3400
R2	1.3744	1.3744	1.3371
R1	1.3528	1.3528	1.3341	1.3474
PP	1.3419	1.3419	1.3419	1.3392
S1	1.3203	1.3203	1.3281	1.3149
S2	1.3094	1.3094	1.3251
S3	1.2769	1.2878	1.3222
S4	1.2444	1.2553	1.3132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3636	1.3311	0.0325	2.4%	0.0000	0.0%	0%	False	True	159
10	1.3664	1.2995	0.0669	5.0%	0.0035	0.3%	47%	False	False	104

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	1.3311
2.618	1.3311
1.618	1.3311
1.000	1.3311
0.618	1.3311
HIGH	1.3311
0.618	1.3311
0.500	1.3311
0.382	1.3311
LOW	1.3311
0.618	1.3311
1.000	1.3311
1.618	1.3311
2.618	1.3311
4.250	1.3311

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	1.3311	1.3442
PP	1.3311	1.3398
S1	1.3311	1.3355

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

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