CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 13-Jul-2009

Day Change Summary
	Previous	Current
	10-Jul-2009	13-Jul-2009	Change	Change %	Previous Week
Open	1.3945	1.3963	0.0018	0.1%	1.3925
High	1.3967	1.3996	0.0029	0.2%	1.4067
Low	1.3893	1.3904	0.0011	0.1%	1.3844
Close	1.3947	1.3971	0.0024	0.2%	1.3947
Range	0.0074	0.0092	0.0018	24.3%	0.0223
ATR	0.0133	0.0130	-0.0003	-2.2%	0.0000
Volume	250	145	-105	-42.0%	2,508

Daily Pivots for day following 13-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4233	1.4194	1.4022
R3	1.4141	1.4102	1.3996
R2	1.4049	1.4049	1.3988
R1	1.4010	1.4010	1.3979	1.4030
PP	1.3957	1.3957	1.3957	1.3967
S1	1.3918	1.3918	1.3963	1.3938
S2	1.3865	1.3865	1.3954
S3	1.3773	1.3826	1.3946
S4	1.3681	1.3734	1.3920

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4622	1.4507	1.4070
R3	1.4399	1.4284	1.4008
R2	1.4176	1.4176	1.3988
R1	1.4061	1.4061	1.3967	1.4119
PP	1.3953	1.3953	1.3953	1.3981
S1	1.3838	1.3838	1.3927	1.3896
S2	1.3730	1.3730	1.3906
S3	1.3507	1.3615	1.3886
S4	1.3284	1.3392	1.3824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4067	1.3844	0.0223	1.6%	0.0106	0.8%	57%	False	False	497
10	1.4178	1.3844	0.0334	2.4%	0.0105	0.8%	38%	False	False	299
20	1.4178	1.3753	0.0425	3.0%	0.0109	0.8%	51%	False	False	231

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4387
2.618	1.4237
1.618	1.4145
1.000	1.4088
0.618	1.4053
HIGH	1.3996
0.618	1.3961
0.500	1.3950
0.382	1.3939
LOW	1.3904
0.618	1.3847
1.000	1.3812
1.618	1.3755
2.618	1.3663
4.250	1.3513

Fisher Pivots for day following 13-Jul-2009
Pivot	1 day	3 day
R1	1.3964	1.3980
PP	1.3957	1.3977
S1	1.3950	1.3974

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

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