CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	1.4421	1.4402	-0.0019	-0.1%	1.4176
High	1.4447	1.4416	-0.0031	-0.2%	1.4283
Low	1.4362	1.4334	-0.0028	-0.2%	1.4010
Close	1.4429	1.4343	-0.0086	-0.6%	1.4254
Range	0.0085	0.0082	-0.0003	-3.5%	0.0273
ATR	0.0124	0.0122	-0.0002	-1.7%	0.0000
Volume	106	179	73	68.9%	1,293

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4610	1.4559	1.4388
R3	1.4528	1.4477	1.4366
R2	1.4446	1.4446	1.4358
R1	1.4395	1.4395	1.4351	1.4380
PP	1.4364	1.4364	1.4364	1.4357
S1	1.4313	1.4313	1.4335	1.4298
S2	1.4282	1.4282	1.4328
S3	1.4200	1.4231	1.4320
S4	1.4118	1.4149	1.4298

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	1.4447	1.4082	0.0365	2.5%	0.0125	0.9%	72%	False	False	1,079
10	1.4447	1.4010	0.0437	3.0%	0.0121	0.8%	76%	False	False	635
20	1.4447	1.3893	0.0554	3.9%	0.0109	0.8%	81%	False	False	384
40	1.4447	1.3753	0.0694	4.8%	0.0108	0.8%	85%	False	False	298

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4765
2.618	1.4631
1.618	1.4549
1.000	1.4498
0.618	1.4467
HIGH	1.4416
0.618	1.4385
0.500	1.4375
0.382	1.4365
LOW	1.4334
0.618	1.4283
1.000	1.4252
1.618	1.4201
2.618	1.4119
4.250	1.3986

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	1.4375	1.4391
PP	1.4364	1.4375
S1	1.4354	1.4359

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

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