CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	1.4054	1.4082	0.0028	0.2%	1.4176
High	1.4089	1.4276	0.0187	1.3%	1.4283
Low	1.4020	1.4082	0.0062	0.4%	1.4010
Close	1.4077	1.4254	0.0177	1.3%	1.4254
Range	0.0069	0.0194	0.0125	181.2%	0.0273
ATR	0.0121	0.0127	0.0006	4.6%	0.0000
Volume	431	627	196	45.5%	1,293

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4786	1.4714	1.4361
R3	1.4592	1.4520	1.4307
R2	1.4398	1.4398	1.4290
R1	1.4326	1.4326	1.4272	1.4362
PP	1.4204	1.4204	1.4204	1.4222
S1	1.4132	1.4132	1.4236	1.4168
S2	1.4010	1.4010	1.4218
S3	1.3816	1.3938	1.4201
S4	1.3622	1.3744	1.4147

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5001	1.4901	1.4404
R3	1.4728	1.4628	1.4329
R2	1.4455	1.4455	1.4304
R1	1.4355	1.4355	1.4279	1.4405
PP	1.4182	1.4182	1.4182	1.4208
S1	1.4082	1.4082	1.4229	1.4132
S2	1.3909	1.3909	1.4204
S3	1.3636	1.3809	1.4179
S4	1.3363	1.3536	1.4104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4283	1.4010	0.0273	1.9%	0.0138	1.0%	89%	False	False	258
10	1.4290	1.4010	0.0280	2.0%	0.0123	0.9%	87%	False	False	188
20	1.4290	1.3844	0.0446	3.1%	0.0110	0.8%	92%	False	False	259
40	1.4290	1.3753	0.0537	3.8%	0.0109	0.8%	93%	False	False	180

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 27 trading days

Fibonacci Retracements and Extensions
4.250	1.5101
2.618	1.4784
1.618	1.4590
1.000	1.4470
0.618	1.4396
HIGH	1.4276
0.618	1.4202
0.500	1.4179
0.382	1.4156
LOW	1.4082
0.618	1.3962
1.000	1.3888
1.618	1.3768
2.618	1.3574
4.250	1.3258

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	1.4229	1.4217
PP	1.4204	1.4180
S1	1.4179	1.4143

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

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