CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	1.3962	1.4090	0.0128	0.9%	1.3808
High	1.4094	1.4130	0.0036	0.3%	1.3990
Low	1.3962	1.3906	-0.0056	-0.4%	1.3753
Close	1.4074	1.3918	-0.0156	-1.1%	1.3947
Range	0.0132	0.0224	0.0092	69.7%	0.0237
ATR	0.0133	0.0140	0.0006	4.9%	0.0000
Volume	11	381	370	3,363.6%	235

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4657	1.4511	1.4041
R3	1.4433	1.4287	1.3980
R2	1.4209	1.4209	1.3959
R1	1.4063	1.4063	1.3939	1.4024
PP	1.3985	1.3985	1.3985	1.3965
S1	1.3839	1.3839	1.3897	1.3800
S2	1.3761	1.3761	1.3877
S3	1.3537	1.3615	1.3856
S4	1.3313	1.3391	1.3795

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4608	1.4514	1.4077
R3	1.4371	1.4277	1.4012
R2	1.4134	1.4134	1.3990
R1	1.4040	1.4040	1.3969	1.4087
PP	1.3897	1.3897	1.3897	1.3920
S1	1.3803	1.3803	1.3925	1.3850
S2	1.3660	1.3660	1.3904
S3	1.3423	1.3566	1.3882
S4	1.3186	1.3329	1.3817

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4130	1.3822	0.0308	2.2%	0.0116	0.8%	31%	True	False	105
10	1.4160	1.3753	0.0407	2.9%	0.0116	0.8%	41%	False	False	65
20	1.4282	1.3753	0.0529	3.8%	0.0100	0.7%	31%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.5082
2.618	1.4716
1.618	1.4492
1.000	1.4354
0.618	1.4268
HIGH	1.4130
0.618	1.4044
0.500	1.4018
0.382	1.3992
LOW	1.3906
0.618	1.3768
1.000	1.3682
1.618	1.3544
2.618	1.3320
4.250	1.2954

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	1.4018	1.3976
PP	1.3985	1.3957
S1	1.3951	1.3937

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

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