CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	1.4197	1.4209	0.0012	0.1%	1.3963
High	1.4240	1.4290	0.0050	0.4%	1.4155
Low	1.4160	1.4135	-0.0025	-0.2%	1.3904
Close	1.4227	1.4204	-0.0023	-0.2%	1.4139
Range	0.0080	0.0155	0.0075	93.8%	0.0251
ATR	0.0119	0.0121	0.0003	2.2%	0.0000
Volume	69	67	-2	-2.9%	790

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4675	1.4594	1.4289
R3	1.4520	1.4439	1.4247
R2	1.4365	1.4365	1.4232
R1	1.4284	1.4284	1.4218	1.4247
PP	1.4210	1.4210	1.4210	1.4191
S1	1.4129	1.4129	1.4190	1.4092
S2	1.4055	1.4055	1.4176
S3	1.3900	1.3974	1.4161
S4	1.3745	1.3819	1.4119

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	1.4290	1.4072	0.0218	1.5%	0.0104	0.7%	61%	True	False	68
10	1.4290	1.3893	0.0397	2.8%	0.0097	0.7%	78%	True	False	133
20	1.4290	1.3844	0.0446	3.1%	0.0101	0.7%	81%	True	False	243
40	1.4290	1.3753	0.0537	3.8%	0.0103	0.7%	84%	True	False	148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.4949
2.618	1.4696
1.618	1.4541
1.000	1.4445
0.618	1.4386
HIGH	1.4290
0.618	1.4231
0.500	1.4213
0.382	1.4194
LOW	1.4135
0.618	1.4039
1.000	1.3980
1.618	1.3884
2.618	1.3729
4.250	1.3476

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	1.4213	1.4213
PP	1.4210	1.4210
S1	1.4207	1.4207

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

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