CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 09-Oct-2009

Day Change Summary
	Previous	Current
	08-Oct-2009	09-Oct-2009	Change	Change %	Previous Week
Open	1.4685	1.4793	0.0108	0.7%	1.4587
High	1.4816	1.4793	-0.0023	-0.2%	1.4816
Low	1.4680	1.4670	-0.0010	-0.1%	1.4578
Close	1.4775	1.4718	-0.0057	-0.4%	1.4718
Range	0.0136	0.0123	-0.0013	-9.6%	0.0238
ATR	0.0126	0.0126	0.0000	-0.2%	0.0000
Volume	221,072	281,045	59,973	27.1%	1,164,529

Daily Pivots for day following 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5096	1.5030	1.4786
R3	1.4973	1.4907	1.4752
R2	1.4850	1.4850	1.4741
R1	1.4784	1.4784	1.4729	1.4756
PP	1.4727	1.4727	1.4727	1.4713
S1	1.4661	1.4661	1.4707	1.4633
S2	1.4604	1.4604	1.4695
S3	1.4481	1.4538	1.4684
S4	1.4358	1.4415	1.4650

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5418	1.5306	1.4849
R3	1.5180	1.5068	1.4783
R2	1.4942	1.4942	1.4762
R1	1.4830	1.4830	1.4740	1.4886
PP	1.4704	1.4704	1.4704	1.4732
S1	1.4592	1.4592	1.4696	1.4648
S2	1.4466	1.4466	1.4674
S3	1.4228	1.4354	1.4653
S4	1.3990	1.4116	1.4587

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4816	1.4578	0.0238	1.6%	0.0111	0.8%	59%	False	False	232,905
10	1.4816	1.4479	0.0337	2.3%	0.0126	0.9%	71%	False	False	242,663
20	1.4844	1.4479	0.0365	2.5%	0.0123	0.8%	65%	False	False	228,966
40	1.4844	1.4050	0.0794	5.4%	0.0126	0.9%	84%	False	False	124,128
60	1.4844	1.4010	0.0834	5.7%	0.0124	0.8%	85%	False	False	82,893
80	1.4844	1.3822	0.1022	6.9%	0.0119	0.8%	88%	False	False	62,233
100	1.4844	1.3753	0.1091	7.4%	0.0113	0.8%	88%	False	False	49,793

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5316
2.618	1.5115
1.618	1.4992
1.000	1.4916
0.618	1.4869
HIGH	1.4793
0.618	1.4746
0.500	1.4732
0.382	1.4717
LOW	1.4670
0.618	1.4594
1.000	1.4547
1.618	1.4471
2.618	1.4348
4.250	1.4147

Fisher Pivots for day following 09-Oct-2009
Pivot	1 day	3 day
R1	1.4732	1.4731
PP	1.4727	1.4726
S1	1.4723	1.4722

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

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