CME Euro FX Future September 2009

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Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary Previous Current 14-May-2009 15-May-2009 Change Change % Previous Week Open 1.3643 1.3463 -0.0180 -1.3% 1.3588 High 1.3643 1.3463 -0.0180 -1.3% 1.3643 Low 1.3643 1.3463 -0.0180 -1.3% 1.3463 Close 1.3643 1.3463 -0.0180 -1.3% 1.3463 Range ATR 0.0083 0.0090 0.0007 8.3% 0.0000 Volume 732 236 -496 -67.8% 2,443
Daily Pivots for day following 15-May-2009 Classic Woodie Camarilla DeMark R4 1.3463 1.3463 1.3463 R3 1.3463 1.3463 1.3463 R2 1.3463 1.3463 1.3463 R1 1.3463 1.3463 1.3463 1.3463 PP 1.3463 1.3463 1.3463 1.3463 S1 1.3463 1.3463 1.3463 1.3463 S2 1.3463 1.3463 1.3463 S3 1.3463 1.3463 1.3463 S4 1.3463 1.3463 1.3463	Weekly Pivots for week ending 15-May-2009 Classic Woodie Camarilla DeMark R4 1.4063 1.3943 1.3562 R3 1.3883 1.3763 1.3513 R2 1.3703 1.3703 1.3496 R1 1.3583 1.3583 1.3480 1.3553 PP 1.3523 1.3523 1.3523 1.3508 S1 1.3403 1.3403 1.3447 1.3373 S2 1.3343 1.3343 1.3430 S3 1.3163 1.3223 1.3414 S4 1.2983 1.3043 1.3364
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3643 1.3463 0.0180 1.3% 0.0000 0.0% 0% False True 488 10 1.3643 1.3285 0.0358 2.7% 0.0021 0.2% 50% False False 358 20 1.3643 1.2912 0.0731 5.4% 0.0017 0.1% 75% False False 305 40 1.3643 1.2912 0.0731 5.4% 0.0010 0.1% 75% False False 218
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 1.3463 2.618 1.3463 1.618 1.3463 1.000 1.3463 0.618 1.3463 HIGH 1.3463 0.618 1.3463 0.500 1.3463 0.382 1.3463 LOW 1.3463 0.618 1.3463 1.000 1.3463 1.618 1.3463 2.618 1.3463 4.250 1.3463
Fisher Pivots for day following 15-May-2009 Pivot 1 day 3 day R1 1.3463 1.3553 PP 1.3463 1.3523 S1 1.3463 1.3493

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