CME Euro FX Future June 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	1.2545	1.2679	0.0134	1.1%	1.3010
High	1.2555	1.2720	0.0165	1.3%	1.3010
Low	1.2530	1.2668	0.0138	1.1%	1.2765
Close	1.2548	1.2679	0.0131	1.0%	1.2870
Range	0.0025	0.0052	0.0027	108.0%	0.0245
ATR	0.0123	0.0126	0.0004	2.9%	0.0000
Volume	1,301	503	-798	-61.3%	2,606

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2845	1.2814	1.2708
R3	1.2793	1.2762	1.2693
R2	1.2741	1.2741	1.2689
R1	1.2710	1.2710	1.2684	1.2705
PP	1.2689	1.2689	1.2689	1.2687
S1	1.2658	1.2658	1.2674	1.2653
S2	1.2637	1.2637	1.2669
S3	1.2585	1.2606	1.2665
S4	1.2533	1.2554	1.2650

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3617	1.3488	1.3005
R3	1.3372	1.3243	1.2937
R2	1.3127	1.3127	1.2915
R1	1.2998	1.2998	1.2892	1.2940
PP	1.2882	1.2882	1.2882	1.2853
S1	1.2753	1.2753	1.2848	1.2695
S2	1.2637	1.2637	1.2825
S3	1.2392	1.2508	1.2803
S4	1.2147	1.2263	1.2735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2870	1.2530	0.0340	2.7%	0.0015	0.1%	44%	False	False	761
10	1.3010	1.2530	0.0480	3.8%	0.0008	0.1%	31%	False	False	515
20	1.3152	1.2530	0.0622	4.9%	0.0004	0.0%	24%	False	False	385
40	1.4034	1.2530	0.1504	11.9%	0.0016	0.1%	10%	False	False	279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.2941
2.618	1.2856
1.618	1.2804
1.000	1.2772
0.618	1.2752
HIGH	1.2720
0.618	1.2700
0.500	1.2694
0.382	1.2688
LOW	1.2668
0.618	1.2636
1.000	1.2616
1.618	1.2584
2.618	1.2532
4.250	1.2447

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	1.2694	1.2661
PP	1.2689	1.2643
S1	1.2684	1.2625

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

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