CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	1.4357	1.4178	-0.0179	-1.2%	1.4249
High	1.4408	1.4209	-0.0199	-1.4%	1.4447
Low	1.4161	1.4109	-0.0052	-0.4%	1.4161
Close	1.4172	1.4131	-0.0041	-0.3%	1.4172
Range	0.0247	0.0100	-0.0147	-59.5%	0.0286
ATR	0.0131	0.0129	-0.0002	-1.7%	0.0000
Volume	201	695	494	245.8%	4,969

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4450	1.4390	1.4186
R3	1.4350	1.4290	1.4159
R2	1.4250	1.4250	1.4149
R1	1.4190	1.4190	1.4140	1.4170
PP	1.4150	1.4150	1.4150	1.4140
S1	1.4090	1.4090	1.4122	1.4070
S2	1.4050	1.4050	1.4113
S3	1.3950	1.3990	1.4104
S4	1.3850	1.3890	1.4076

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5118	1.4931	1.4329
R3	1.4832	1.4645	1.4251
R2	1.4546	1.4546	1.4224
R1	1.4359	1.4359	1.4198	1.4310
PP	1.4260	1.4260	1.4260	1.4235
S1	1.4073	1.4073	1.4146	1.4024
S2	1.3974	1.3974	1.4120
S3	1.3688	1.3787	1.4093
S4	1.3402	1.3501	1.4015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4447	1.4109	0.0338	2.4%	0.0112	0.8%	7%	False	True	416
10	1.4447	1.4010	0.0437	3.1%	0.0136	1.0%	28%	False	False	687
20	1.4447	1.3916	0.0531	3.8%	0.0118	0.8%	40%	False	False	409
40	1.4447	1.3753	0.0694	4.9%	0.0114	0.8%	54%	False	False	320

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4634
2.618	1.4471
1.618	1.4371
1.000	1.4309
0.618	1.4271
HIGH	1.4209
0.618	1.4171
0.500	1.4159
0.382	1.4147
LOW	1.4109
0.618	1.4047
1.000	1.4009
1.618	1.3947
2.618	1.3847
4.250	1.3684

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	1.4159	1.4263
PP	1.4150	1.4219
S1	1.4140	1.4175

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

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