CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 13-Oct-2009

Day Change Summary
	Previous	Current
	12-Oct-2009	13-Oct-2009	Change	Change %	Previous Week
Open	1.4718	1.4773	0.0055	0.4%	1.4587
High	1.4811	1.4874	0.0063	0.4%	1.4816
Low	1.4674	1.4758	0.0084	0.6%	1.4578
Close	1.4787	1.4820	0.0033	0.2%	1.4718
Range	0.0137	0.0116	-0.0021	-15.3%	0.0238
ATR	0.0127	0.0126	-0.0001	-0.6%	0.0000
Volume	212,759	122,454	-90,305	-42.4%	1,164,529

Daily Pivots for day following 13-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5165	1.5109	1.4884
R3	1.5049	1.4993	1.4852
R2	1.4933	1.4933	1.4841
R1	1.4877	1.4877	1.4831	1.4905
PP	1.4817	1.4817	1.4817	1.4832
S1	1.4761	1.4761	1.4809	1.4789
S2	1.4701	1.4701	1.4799
S3	1.4585	1.4645	1.4788
S4	1.4469	1.4529	1.4756

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	1.4874	1.4645	0.0229	1.5%	0.0121	0.8%	76%	True	False	208,953
10	1.4874	1.4479	0.0395	2.7%	0.0123	0.8%	86%	True	False	230,202
20	1.4874	1.4479	0.0395	2.7%	0.0122	0.8%	86%	True	False	224,822
40	1.4874	1.4072	0.0802	5.4%	0.0126	0.8%	93%	True	False	132,447
60	1.4874	1.4010	0.0864	5.8%	0.0125	0.8%	94%	True	False	88,478
80	1.4874	1.3844	0.1030	7.0%	0.0121	0.8%	95%	True	False	66,422
100	1.4874	1.3753	0.1121	7.6%	0.0116	0.8%	95%	True	False	53,145

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5367
2.618	1.5178
1.618	1.5062
1.000	1.4990
0.618	1.4946
HIGH	1.4874
0.618	1.4830
0.500	1.4816
0.382	1.4802
LOW	1.4758
0.618	1.4686
1.000	1.4642
1.618	1.4570
2.618	1.4454
4.250	1.4265

Fisher Pivots for day following 13-Oct-2009
Pivot	1 day	3 day
R1	1.4819	1.4804
PP	1.4817	1.4788
S1	1.4816	1.4772

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

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