CME Euro FX Future September 2009

Trading Metrics calculated at close of trading on 19-May-2009

Day Change Summary
	Previous	Current
	18-May-2009	19-May-2009	Change	Change %	Previous Week
Open	1.3526	1.3634	0.0108	0.8%	1.3588
High	1.3526	1.3640	0.0114	0.8%	1.3643
Low	1.3526	1.3595	0.0069	0.5%	1.3463
Close	1.3526	1.3637	0.0111	0.8%	1.3463
Range	0.0000	0.0045	0.0045		0.0180
ATR	0.0088	0.0090	0.0002	2.1%	0.0000
Volume	234	375	141	60.3%	2,443

Daily Pivots for day following 19-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3759	1.3743	1.3662
R3	1.3714	1.3698	1.3649
R2	1.3669	1.3669	1.3645
R1	1.3653	1.3653	1.3641	1.3661
PP	1.3624	1.3624	1.3624	1.3628
S1	1.3608	1.3608	1.3633	1.3616
S2	1.3579	1.3579	1.3629
S3	1.3534	1.3563	1.3625
S4	1.3489	1.3518	1.3612

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%	0.0009	0.1%	97%	False	False	424
10	1.3643	1.3285	0.0358	2.6%	0.0026	0.2%	98%	False	False	401
20	1.3643	1.3005	0.0638	4.7%	0.0020	0.1%	99%	False	False	295
40	1.3643	1.2912	0.0731	5.4%	0.0010	0.1%	99%	False	False	228

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3831
2.618	1.3758
1.618	1.3713
1.000	1.3685
0.618	1.3668
HIGH	1.3640
0.618	1.3623
0.500	1.3618
0.382	1.3612
LOW	1.3595
0.618	1.3567
1.000	1.3550
1.618	1.3522
2.618	1.3477
4.250	1.3404

Fisher Pivots for day following 19-May-2009
Pivot	1 day	3 day
R1	1.3631	1.3609
PP	1.3624	1.3580
S1	1.3618	1.3552

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

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