CME Euro FX Future September 2009

Trading Metrics calculated at close of trading on 20-May-2009

Day Change Summary
	Previous	Current
	19-May-2009	20-May-2009	Change	Change %	Previous Week
Open	1.3634	1.3770	0.0136	1.0%	1.3588
High	1.3640	1.3805	0.0165	1.2%	1.3643
Low	1.3595	1.3745	0.0150	1.1%	1.3463
Close	1.3637	1.3787	0.0150	1.1%	1.3463
Range	0.0045	0.0060	0.0015	33.3%	0.0180
ATR	0.0090	0.0096	0.0006	6.2%	0.0000
Volume	375	1,273	898	239.5%	2,443

Daily Pivots for day following 20-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3959	1.3933	1.3820
R3	1.3899	1.3873	1.3804
R2	1.3839	1.3839	1.3798
R1	1.3813	1.3813	1.3793	1.3826
PP	1.3779	1.3779	1.3779	1.3786
S1	1.3753	1.3753	1.3782	1.3766
S2	1.3719	1.3719	1.3776
S3	1.3659	1.3693	1.3771
S4	1.3599	1.3633	1.3754

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	1.3805	1.3463	0.0342	2.5%	0.0021	0.2%	95%	True	False	570
10	1.3805	1.3366	0.0439	3.2%	0.0025	0.2%	96%	True	False	512
20	1.3805	1.3005	0.0800	5.8%	0.0023	0.2%	98%	True	False	351
40	1.3805	1.2912	0.0893	6.5%	0.0011	0.1%	98%	True	False	258

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	0.0005
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.4060
2.618	1.3962
1.618	1.3902
1.000	1.3865
0.618	1.3842
HIGH	1.3805
0.618	1.3782
0.500	1.3775
0.382	1.3768
LOW	1.3745
0.618	1.3708
1.000	1.3685
1.618	1.3648
2.618	1.3588
4.250	1.3490

Fisher Pivots for day following 20-May-2009
Pivot	1 day	3 day
R1	1.3783	1.3747
PP	1.3779	1.3706
S1	1.3775	1.3666

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

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