CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	1.4090	1.4087	-0.0003	0.0%	1.3860
High	1.4143	1.4178	0.0035	0.2%	1.4130
Low	1.4005	1.4087	0.0082	0.6%	1.3822
Close	1.4038	1.4144	0.0106	0.8%	1.4072
Range	0.0138	0.0091	-0.0047	-34.1%	0.0308
ATR	0.0132	0.0132	0.0001	0.5%	0.0000
Volume	50	78	28	56.0%	752

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4409	1.4368	1.4194
R3	1.4318	1.4277	1.4169
R2	1.4227	1.4227	1.4161
R1	1.4186	1.4186	1.4152	1.4207
PP	1.4136	1.4136	1.4136	1.4147
S1	1.4095	1.4095	1.4136	1.4116
S2	1.4045	1.4045	1.4127
S3	1.3954	1.4004	1.4119
S4	1.3863	1.3913	1.4094

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	1.4178	1.3903	0.0275	1.9%	0.0096	0.7%	88%	True	False	227
10	1.4178	1.3822	0.0356	2.5%	0.0106	0.8%	90%	True	False	166
20	1.4178	1.3753	0.0425	3.0%	0.0112	0.8%	92%	True	False	103

Crabel Price Patterns
NR	True
NR4	False
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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4565
2.618	1.4416
1.618	1.4325
1.000	1.4269
0.618	1.4234
HIGH	1.4178
0.618	1.4143
0.500	1.4133
0.382	1.4122
LOW	1.4087
0.618	1.4031
1.000	1.3996
1.618	1.3940
2.618	1.3849
4.250	1.3700

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	1.4140	1.4125
PP	1.4136	1.4105
S1	1.4133	1.4086

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

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