CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	1.4145	1.4127	-0.0018	-0.1%	1.4249
High	1.4180	1.4239	0.0059	0.4%	1.4447
Low	1.4110	1.4090	-0.0020	-0.1%	1.4161
Close	1.4147	1.4213	0.0066	0.5%	1.4172
Range	0.0070	0.0149	0.0079	112.9%	0.0286
ATR	0.0124	0.0126	0.0002	1.4%	0.0000
Volume	188	269	81	43.1%	4,969

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4628	1.4569	1.4295
R3	1.4479	1.4420	1.4254
R2	1.4330	1.4330	1.4240
R1	1.4271	1.4271	1.4227	1.4301
PP	1.4181	1.4181	1.4181	1.4195
S1	1.4122	1.4122	1.4199	1.4152
S2	1.4032	1.4032	1.4186
S3	1.3883	1.3973	1.4172
S4	1.3734	1.3824	1.4131

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	1.4416	1.4090	0.0326	2.3%	0.0130	0.9%	38%	False	True	306
10	1.4447	1.4020	0.0427	3.0%	0.0126	0.9%	45%	False	False	717
20	1.4447	1.4010	0.0437	3.1%	0.0119	0.8%	46%	False	False	408
40	1.4447	1.3822	0.0625	4.4%	0.0112	0.8%	63%	False	False	329

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4872
2.618	1.4629
1.618	1.4480
1.000	1.4388
0.618	1.4331
HIGH	1.4239
0.618	1.4182
0.500	1.4165
0.382	1.4147
LOW	1.4090
0.618	1.3998
1.000	1.3941
1.618	1.3849
2.618	1.3700
4.250	1.3457

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	1.4197	1.4197
PP	1.4181	1.4181
S1	1.4165	1.4165

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

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