CME Euro FX Future March 2009

Trading Metrics calculated at close of trading on 26-Sep-2008

Day Change Summary
	Previous	Current
	25-Sep-2008	26-Sep-2008	Change	Change %	Previous Week
Open	1.4586	1.4596	0.0010	0.1%	1.4721
High	1.4586	1.4596	0.0010	0.1%	1.4721
Low	1.4586	1.4596	0.0010	0.1%	1.4585
Close	1.4586	1.4596	0.0010	0.1%	1.4596
Range
ATR	0.0116	0.0108	-0.0008	-6.5%	0.0000
Volume	77	11,817	11,740	15,246.8%	15,750

Daily Pivots for day following 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4596	1.4596	1.4596
R3	1.4596	1.4596	1.4596
R2	1.4596	1.4596	1.4596
R1	1.4596	1.4596	1.4596	1.4596
PP	1.4596	1.4596	1.4596	1.4596
S1	1.4596	1.4596	1.4596	1.4596
S2	1.4596	1.4596	1.4596
S3	1.4596	1.4596	1.4596
S4	1.4596	1.4596	1.4596

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5042	1.4955	1.4671
R3	1.4906	1.4819	1.4633
R2	1.4770	1.4770	1.4621
R1	1.4683	1.4683	1.4608	1.4659
PP	1.4634	1.4634	1.4634	1.4622
S1	1.4547	1.4547	1.4584	1.4523
S2	1.4498	1.4498	1.4571
S3	1.4362	1.4411	1.4559
S4	1.4226	1.4275	1.4521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4721	1.4585	0.0136	0.9%	0.0020	0.1%	8%	False	False	3,150
10	1.4721	1.3970	0.0751	5.1%	0.0026	0.2%	83%	False	False	1,723

Crabel Price Patterns
NR	False
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	0.0010

Fibonacci Retracements and Extensions
4.250	1.4596
2.618	1.4596
1.618	1.4596
1.000	1.4596
0.618	1.4596
HIGH	1.4596
0.618	1.4596
0.500	1.4596
0.382	1.4596
LOW	1.4596
0.618	1.4596
1.000	1.4596
1.618	1.4596
2.618	1.4596
4.250	1.4596

Fisher Pivots for day following 26-Sep-2008
Pivot	1 day	3 day
R1	1.4596	1.4635
PP	1.4596	1.4622
S1	1.4596	1.4609

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

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