CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	1.4119	1.4200	0.0081	0.6%	1.3963
High	1.4240	1.4271	0.0031	0.2%	1.4155
Low	1.4119	1.4180	0.0061	0.4%	1.3904
Close	1.4219	1.4195	-0.0024	-0.2%	1.4139
Range	0.0121	0.0091	-0.0030	-24.8%	0.0251
ATR	0.0124	0.0122	-0.0002	-1.9%	0.0000
Volume	59	103	44	74.6%	790

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4488	1.4433	1.4245
R3	1.4397	1.4342	1.4220
R2	1.4306	1.4306	1.4212
R1	1.4251	1.4251	1.4203	1.4233
PP	1.4215	1.4215	1.4215	1.4207
S1	1.4160	1.4160	1.4187	1.4142
S2	1.4124	1.4124	1.4178
S3	1.4033	1.4069	1.4170
S4	1.3942	1.3978	1.4145

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	1.4271	1.4011	0.0260	1.8%	0.0095	0.7%	71%	True	False	133
10	1.4271	1.3844	0.0427	3.0%	0.0097	0.7%	82%	True	False	221
20	1.4271	1.3844	0.0427	3.0%	0.0105	0.7%	82%	True	False	259
40	1.4282	1.3753	0.0529	3.7%	0.0099	0.7%	84%	False	False	146

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4658
2.618	1.4509
1.618	1.4418
1.000	1.4362
0.618	1.4327
HIGH	1.4271
0.618	1.4236
0.500	1.4226
0.382	1.4215
LOW	1.4180
0.618	1.4124
1.000	1.4089
1.618	1.4033
2.618	1.3942
4.250	1.3793

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	1.4226	1.4187
PP	1.4215	1.4179
S1	1.4205	1.4172

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

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