CME Euro FX Future September 2009

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

Day Change Summary
	Previous	Current
	24-Apr-2009	27-Apr-2009	Change	Change %	Previous Week
Open	1.3237	1.3012	-0.0225	-1.7%	1.2912
High	1.3237	1.3140	-0.0097	-0.7%	1.3237
Low	1.3237	1.3005	-0.0232	-1.8%	1.2912
Close	1.3237	1.3012	-0.0225	-1.7%	1.3237
Range	0.0000	0.0135	0.0135		0.0325
ATR	0.0098	0.0108	0.0010	9.7%	0.0000
Volume	142	104	-38	-26.8%	1,281

Daily Pivots for day following 27-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3457	1.3370	1.3086
R3	1.3322	1.3235	1.3049
R2	1.3187	1.3187	1.3037
R1	1.3100	1.3100	1.3024	1.3080
PP	1.3052	1.3052	1.3052	1.3042
S1	1.2965	1.2965	1.3000	1.2945
S2	1.2917	1.2917	1.2987
S3	1.2782	1.2830	1.2975
S4	1.2647	1.2695	1.2938

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4104	1.3995	1.3416
R3	1.3779	1.3670	1.3326
R2	1.3454	1.3454	1.3297
R1	1.3345	1.3345	1.3267	1.3400
PP	1.3129	1.3129	1.3129	1.3156
S1	1.3020	1.3020	1.3207	1.3075
S2	1.2804	1.2804	1.3177
S3	1.2479	1.2695	1.3148
S4	1.2154	1.2370	1.3058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3237	1.2920	0.0317	2.4%	0.0027	0.2%	29%	False	False	148
10	1.3284	1.2912	0.0372	2.9%	0.0014	0.1%	27%	False	False	176
20	1.3490	1.2912	0.0578	4.4%	0.0007	0.1%	17%	False	False	154

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	0.0001
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.3714
2.618	1.3493
1.618	1.3358
1.000	1.3275
0.618	1.3223
HIGH	1.3140
0.618	1.3088
0.500	1.3073
0.382	1.3057
LOW	1.3005
0.618	1.2922
1.000	1.2870
1.618	1.2787
2.618	1.2652
4.250	1.2431

Fisher Pivots for day following 27-Apr-2009
Pivot	1 day	3 day
R1	1.3073	1.3121
PP	1.3052	1.3085
S1	1.3032	1.3048

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

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