CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 09-Jun-2009

Day Change Summary
	Previous	Current
	08-Jun-2009	09-Jun-2009	Change	Change %	Previous Week
Open	1.3944	1.3900	-0.0044	-0.3%	1.4187
High	1.3944	1.3900	-0.0044	-0.3%	1.4282
Low	1.3869	1.3900	0.0031	0.2%	1.3950
Close	1.3871	1.4055	0.0184	1.3%	1.3941
Range	0.0075	0.0000	-0.0075	-100.0%	0.0332
ATR	0.0000	0.0102	0.0102		0.0000
Volume	8	3	-5	-62.5%	324

Daily Pivots for day following 09-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3952	1.4003	1.4055
R3	1.3952	1.4003	1.4055
R2	1.3952	1.3952	1.4055
R1	1.4003	1.4003	1.4055	1.3978
PP	1.3952	1.3952	1.3952	1.3939
S1	1.4003	1.4003	1.4055	1.3978
S2	1.3952	1.3952	1.4055
S3	1.3952	1.4003	1.4055
S4	1.3952	1.4003	1.4055

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5054	1.4829	1.4124
R3	1.4722	1.4497	1.4032
R2	1.4390	1.4390	1.4002
R1	1.4165	1.4165	1.3971	1.4112
PP	1.4058	1.4058	1.4058	1.4031
S1	1.3833	1.3833	1.3911	1.3780
S2	1.3726	1.3726	1.3880
S3	1.3394	1.3501	1.3850
S4	1.3062	1.3169	1.3758

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4215	1.3869	0.0346	2.5%	0.0087	0.6%	54%	False	False	56
10	1.4282	1.3846	0.0436	3.1%	0.0071	0.5%	48%	False	False	38

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3900
2.618	1.3900
1.618	1.3900
1.000	1.3900
0.618	1.3900
HIGH	1.3900
0.618	1.3900
0.500	1.3900
0.382	1.3900
LOW	1.3900
0.618	1.3900
1.000	1.3900
1.618	1.3900
2.618	1.3900
4.250	1.3900

Fisher Pivots for day following 09-Jun-2009
Pivot	1 day	3 day
R1	1.4003	1.4041
PP	1.3952	1.4027
S1	1.3900	1.4014

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

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