CME Euro FX Future September 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	1.4362	1.4165	-0.0197	-1.4%	1.4320
High	1.4400	1.4165	-0.0235	-1.6%	1.4445
Low	1.4166	1.4120	-0.0046	-0.3%	1.4166
Close	1.4172	1.4132	-0.0040	-0.3%	1.4172
Range	0.0234	0.0045	-0.0189	-80.8%	0.0279
ATR	0.0115	0.0111	-0.0005	-3.9%	0.0000
Volume	207,832	273,006	65,174	31.4%	1,131,052

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4274	1.4248	1.4157
R3	1.4229	1.4203	1.4144
R2	1.4184	1.4184	1.4140
R1	1.4158	1.4158	1.4136	1.4149
PP	1.4139	1.4139	1.4139	1.4134
S1	1.4113	1.4113	1.4128	1.4104
S2	1.4094	1.4094	1.4124
S3	1.4049	1.4068	1.4120
S4	1.4004	1.4023	1.4107

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5098	1.4914	1.4325
R3	1.4819	1.4635	1.4249
R2	1.4540	1.4540	1.4223
R1	1.4356	1.4356	1.4198	1.4309
PP	1.4261	1.4261	1.4261	1.4237
S1	1.4077	1.4077	1.4146	1.4030
S2	1.3982	1.3982	1.4121
S3	1.3703	1.3798	1.4095
S4	1.3424	1.3519	1.4019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4445	1.4120	0.0325	2.3%	0.0089	0.6%	4%	False	True	223,866
10	1.4445	1.4008	0.0437	3.1%	0.0097	0.7%	28%	False	False	236,473
20	1.4445	1.3915	0.0530	3.8%	0.0079	0.6%	41%	False	False	211,183
40	1.4445	1.3750	0.0695	4.9%	0.0086	0.6%	55%	False	False	212,140
60	1.4445	1.3463	0.0982	6.9%	0.0073	0.5%	68%	False	False	148,160
80	1.4445	1.2912	0.1533	10.8%	0.0059	0.4%	80%	False	False	111,194
100	1.4445	1.2912	0.1533	10.8%	0.0048	0.3%	80%	False	False	88,981

Crabel Price Patterns
NR	True
NR4	True
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4356
2.618	1.4283
1.618	1.4238
1.000	1.4210
0.618	1.4193
HIGH	1.4165
0.618	1.4148
0.500	1.4143
0.382	1.4137
LOW	1.4120
0.618	1.4092
1.000	1.4075
1.618	1.4047
2.618	1.4002
4.250	1.3929

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	1.4143	1.4260
PP	1.4139	1.4217
S1	1.4136	1.4175

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

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