CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	1.4140	1.4119	-0.0021	-0.1%	1.3963
High	1.4145	1.4240	0.0095	0.7%	1.4155
Low	1.4072	1.4119	0.0047	0.3%	1.3904
Close	1.4139	1.4219	0.0080	0.6%	1.4139
Range	0.0073	0.0121	0.0048	65.8%	0.0251
ATR	0.0124	0.0124	0.0000	-0.2%	0.0000
Volume	42	59	17	40.5%	790

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4556	1.4508	1.4286
R3	1.4435	1.4387	1.4252
R2	1.4314	1.4314	1.4241
R1	1.4266	1.4266	1.4230	1.4290
PP	1.4193	1.4193	1.4193	1.4205
S1	1.4145	1.4145	1.4208	1.4169
S2	1.4072	1.4072	1.4197
S3	1.3951	1.4024	1.4186
S4	1.3830	1.3903	1.4152

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4819	1.4730	1.4277
R3	1.4568	1.4479	1.4208
R2	1.4317	1.4317	1.4185
R1	1.4228	1.4228	1.4162	1.4273
PP	1.4066	1.4066	1.4066	1.4088
S1	1.3977	1.3977	1.4116	1.4022
S2	1.3815	1.3815	1.4093
S3	1.3564	1.3726	1.4070
S4	1.3313	1.3475	1.4001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4240	1.3916	0.0324	2.3%	0.0096	0.7%	94%	True	False	140
10	1.4240	1.3844	0.0396	2.8%	0.0101	0.7%	95%	True	False	319
20	1.4240	1.3844	0.0396	2.8%	0.0107	0.8%	95%	True	False	255
40	1.4282	1.3753	0.0529	3.7%	0.0101	0.7%	88%	False	False	145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.4754
2.618	1.4557
1.618	1.4436
1.000	1.4361
0.618	1.4315
HIGH	1.4240
0.618	1.4194
0.500	1.4180
0.382	1.4165
LOW	1.4119
0.618	1.4044
1.000	1.3998
1.618	1.3923
2.618	1.3802
4.250	1.3605

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	1.4206	1.4197
PP	1.4193	1.4176
S1	1.4180	1.4154

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

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