CME Euro FX Future September 2009

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	1.4588	1.4550	-0.0038	-0.3%	1.4499
High	1.4630	1.4625	-0.0005	0.0%	1.4630
Low	1.4560	1.4550	-0.0010	-0.1%	1.4465
Close	1.4594	1.4606	0.0012	0.1%	1.4594
Range	0.0070	0.0075	0.0005	7.1%	0.0165
ATR	0.0104	0.0102	-0.0002	-2.0%	0.0000
Volume	169,956	56,005	-113,951	-67.0%	885,728

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4819	1.4787	1.4647
R3	1.4744	1.4712	1.4627
R2	1.4669	1.4669	1.4620
R1	1.4637	1.4637	1.4613	1.4653
PP	1.4594	1.4594	1.4594	1.4602
S1	1.4562	1.4562	1.4599	1.4578
S2	1.4519	1.4519	1.4592
S3	1.4444	1.4487	1.4585
S4	1.4369	1.4412	1.4565

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5058	1.4991	1.4685
R3	1.4893	1.4826	1.4639
R2	1.4728	1.4728	1.4624
R1	1.4661	1.4661	1.4609	1.4695
PP	1.4563	1.4563	1.4563	1.4580
S1	1.4496	1.4496	1.4579	1.4530
S2	1.4398	1.4398	1.4564
S3	1.4233	1.4331	1.4549
S4	1.4068	1.4166	1.4503

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4630	1.4465	0.0165	1.1%	0.0069	0.5%	85%	False	False	188,346
10	1.4630	1.4185	0.0445	3.0%	0.0076	0.5%	95%	False	False	199,267
20	1.4630	1.4060	0.0570	3.9%	0.0077	0.5%	96%	False	False	195,274
40	1.4630	1.4008	0.0622	4.3%	0.0078	0.5%	96%	False	False	203,555
60	1.4630	1.3825	0.0805	5.5%	0.0080	0.5%	97%	False	False	206,735
80	1.4630	1.3745	0.0885	6.1%	0.0076	0.5%	97%	False	False	167,306
100	1.4630	1.3005	0.1625	11.1%	0.0065	0.4%	99%	False	False	133,903
120	1.4630	1.2912	0.1718	11.8%	0.0054	0.4%	99%	False	False	111,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4944
2.618	1.4821
1.618	1.4746
1.000	1.4700
0.618	1.4671
HIGH	1.4625
0.618	1.4596
0.500	1.4588
0.382	1.4579
LOW	1.4550
0.618	1.4504
1.000	1.4475
1.618	1.4429
2.618	1.4354
4.250	1.4231

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	1.4600	1.4596
PP	1.4594	1.4585
S1	1.4588	1.4575

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

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