CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	1.3960	1.4031	0.0071	0.5%	1.3860
High	1.3991	1.4099	0.0108	0.8%	1.4130
Low	1.3903	1.4020	0.0117	0.8%	1.3822
Close	1.3984	1.4072	0.0088	0.6%	1.4072
Range	0.0088	0.0079	-0.0009	-10.2%	0.0308
ATR	0.0136	0.0134	-0.0001	-1.1%	0.0000
Volume	78	269	191	244.9%	752

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4301	1.4265	1.4115
R3	1.4222	1.4186	1.4094
R2	1.4143	1.4143	1.4086
R1	1.4107	1.4107	1.4079	1.4125
PP	1.4064	1.4064	1.4064	1.4073
S1	1.4028	1.4028	1.4065	1.4046
S2	1.3985	1.3985	1.4058
S3	1.3906	1.3949	1.4050
S4	1.3827	1.3870	1.4029

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4932	1.4810	1.4241
R3	1.4624	1.4502	1.4157
R2	1.4316	1.4316	1.4128
R1	1.4194	1.4194	1.4100	1.4255
PP	1.4008	1.4008	1.4008	1.4039
S1	1.3886	1.3886	1.4044	1.3947
S2	1.3700	1.3700	1.4016
S3	1.3392	1.3578	1.3987
S4	1.3084	1.3270	1.3903

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%	0.0118	0.8%	81%	False	False	150
10	1.4130	1.3753	0.0377	2.7%	0.0112	0.8%	85%	False	False	98
20	1.4282	1.3753	0.0529	3.8%	0.0105	0.7%	60%	False	False	66

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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4435
2.618	1.4306
1.618	1.4227
1.000	1.4178
0.618	1.4148
HIGH	1.4099
0.618	1.4069
0.500	1.4060
0.382	1.4050
LOW	1.4020
0.618	1.3971
1.000	1.3941
1.618	1.3892
2.618	1.3813
4.250	1.3684

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	1.4068	1.4054
PP	1.4064	1.4035
S1	1.4060	1.4017

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

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