CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	1.4155	1.4176	0.0021	0.1%	1.4119
High	1.4247	1.4283	0.0036	0.3%	1.4290
Low	1.4155	1.4176	0.0021	0.1%	1.4119
Close	1.4216	1.4243	0.0027	0.2%	1.4216
Range	0.0092	0.0107	0.0015	16.3%	0.0171
ATR	0.0119	0.0118	-0.0001	-0.7%	0.0000
Volume	294	82	-212	-72.1%	592

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4555	1.4506	1.4302
R3	1.4448	1.4399	1.4272
R2	1.4341	1.4341	1.4263
R1	1.4292	1.4292	1.4253	1.4317
PP	1.4234	1.4234	1.4234	1.4246
S1	1.4185	1.4185	1.4233	1.4210
S2	1.4127	1.4127	1.4223
S3	1.4020	1.4078	1.4214
S4	1.3913	1.3971	1.4184

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4721	1.4640	1.4310
R3	1.4550	1.4469	1.4263
R2	1.4379	1.4379	1.4247
R1	1.4298	1.4298	1.4232	1.4339
PP	1.4208	1.4208	1.4208	1.4229
S1	1.4127	1.4127	1.4200	1.4168
S2	1.4037	1.4037	1.4185
S3	1.3866	1.3956	1.4169
S4	1.3695	1.3785	1.4122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4290	1.4135	0.0155	1.1%	0.0105	0.7%	70%	False	False	123
10	1.4290	1.3916	0.0374	2.6%	0.0100	0.7%	87%	False	False	131
20	1.4290	1.3844	0.0446	3.1%	0.0103	0.7%	89%	False	False	215
40	1.4290	1.3753	0.0537	3.8%	0.0105	0.7%	91%	False	False	156

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4738
2.618	1.4563
1.618	1.4456
1.000	1.4390
0.618	1.4349
HIGH	1.4283
0.618	1.4242
0.500	1.4230
0.382	1.4217
LOW	1.4176
0.618	1.4110
1.000	1.4069
1.618	1.4003
2.618	1.3896
4.250	1.3721

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	1.4239	1.4233
PP	1.4234	1.4223
S1	1.4230	1.4213

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

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