CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	1.4082	1.4249	0.0167	1.2%	1.4176
High	1.4276	1.4434	0.0158	1.1%	1.4283
Low	1.4082	1.4217	0.0135	1.0%	1.4010
Close	1.4254	1.4409	0.0155	1.1%	1.4254
Range	0.0194	0.0217	0.0023	11.9%	0.0273
ATR	0.0127	0.0133	0.0006	5.1%	0.0000
Volume	627	3,580	2,953	471.0%	1,293

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5004	1.4924	1.4528
R3	1.4787	1.4707	1.4469
R2	1.4570	1.4570	1.4449
R1	1.4490	1.4490	1.4429	1.4530
PP	1.4353	1.4353	1.4353	1.4374
S1	1.4273	1.4273	1.4389	1.4313
S2	1.4136	1.4136	1.4369
S3	1.3919	1.4056	1.4349
S4	1.3702	1.3839	1.4290

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	1.4434	1.4010	0.0424	2.9%	0.0160	1.1%	94%	True	False	958
10	1.4434	1.4010	0.0424	2.9%	0.0133	0.9%	94%	True	False	540
20	1.4434	1.3844	0.0590	4.1%	0.0117	0.8%	96%	True	False	429
40	1.4434	1.3753	0.0681	4.7%	0.0112	0.8%	96%	True	False	269

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	0.0021
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1.5356
2.618	1.5002
1.618	1.4785
1.000	1.4651
0.618	1.4568
HIGH	1.4434
0.618	1.4351
0.500	1.4326
0.382	1.4300
LOW	1.4217
0.618	1.4083
1.000	1.4000
1.618	1.3866
2.618	1.3649
4.250	1.3295

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	1.4381	1.4348
PP	1.4353	1.4288
S1	1.4326	1.4227

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

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