CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 07-Jul-2009

Day Change Summary
	Previous	Current
	06-Jul-2009	07-Jul-2009	Change	Change %	Previous Week
Open	1.3925	1.3968	0.0043	0.3%	1.4020
High	1.3970	1.4040	0.0070	0.5%	1.4178
Low	1.3889	1.3910	0.0021	0.2%	1.3955
Close	1.3957	1.3925	-0.0032	-0.2%	1.4021
Range	0.0081	0.0130	0.0049	60.5%	0.0223
ATR	0.0129	0.0129	0.0000	0.1%	0.0000
Volume	167	1,075	908	543.7%	1,009

Daily Pivots for day following 07-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4348	1.4267	1.3997
R3	1.4218	1.4137	1.3961
R2	1.4088	1.4088	1.3949
R1	1.4007	1.4007	1.3937	1.3983
PP	1.3958	1.3958	1.3958	1.3946
S1	1.3877	1.3877	1.3913	1.3853
S2	1.3828	1.3828	1.3901
S3	1.3698	1.3747	1.3889
S4	1.3568	1.3617	1.3854

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4720	1.4594	1.4144
R3	1.4497	1.4371	1.4082
R2	1.4274	1.4274	1.4062
R1	1.4148	1.4148	1.4041	1.4211
PP	1.4051	1.4051	1.4051	1.4083
S1	1.3925	1.3925	1.4001	1.3988
S2	1.3828	1.3828	1.3980
S3	1.3605	1.3702	1.3960
S4	1.3382	1.3479	1.3898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4178	1.3889	0.0289	2.1%	0.0102	0.7%	12%	False	False	307
10	1.4178	1.3889	0.0289	2.1%	0.0113	0.8%	12%	False	False	297
20	1.4178	1.3753	0.0425	3.1%	0.0115	0.8%	40%	False	False	162

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4593
2.618	1.4380
1.618	1.4250
1.000	1.4170
0.618	1.4120
HIGH	1.4040
0.618	1.3990
0.500	1.3975
0.382	1.3960
LOW	1.3910
0.618	1.3830
1.000	1.3780
1.618	1.3700
2.618	1.3570
4.250	1.3358

Fisher Pivots for day following 07-Jul-2009
Pivot	1 day	3 day
R1	1.3975	1.3965
PP	1.3958	1.3951
S1	1.3942	1.3938

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

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