CME Euro FX Future March 2009

Trading Metrics calculated at close of trading on 03-Oct-2008

Day Change Summary
	Previous	Current
	02-Oct-2008	03-Oct-2008	Change	Change %	Previous Week
Open	1.3824	1.3832	0.0008	0.1%	1.4466
High	1.3824	1.3870	0.0046	0.3%	1.4480
Low	1.3824	1.3680	-0.0144	-1.0%	1.3680
Close	1.3824	1.3808	-0.0016	-0.1%	1.3808
Range	0.0000	0.0190	0.0190		0.0800
ATR	0.0138	0.0141	0.0004	2.7%	0.0000
Volume	1,511	3,035	1,524	100.9%	16,541

Daily Pivots for day following 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4356	1.4272	1.3913
R3	1.4166	1.4082	1.3860
R2	1.3976	1.3976	1.3843
R1	1.3892	1.3892	1.3825	1.3839
PP	1.3786	1.3786	1.3786	1.3760
S1	1.3702	1.3702	1.3791	1.3649
S2	1.3596	1.3596	1.3773
S3	1.3406	1.3512	1.3756
S4	1.3216	1.3322	1.3704

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6389	1.5899	1.4248
R3	1.5589	1.5099	1.4028
R2	1.4789	1.4789	1.3955
R1	1.4299	1.4299	1.3881	1.4144
PP	1.3989	1.3989	1.3989	1.3912
S1	1.3499	1.3499	1.3735	1.3344
S2	1.3189	1.3189	1.3661
S3	1.2389	1.2699	1.3588
S4	1.1589	1.1899	1.3368

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4480	1.3680	0.0800	5.8%	0.0069	0.5%	16%	False	True	3,308
10	1.4721	1.3680	0.1041	7.5%	0.0045	0.3%	12%	False	True	3,229
20	1.4721	1.3680	0.1041	7.5%	0.0030	0.2%	12%	False	True	1,694

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.4678
2.618	1.4367
1.618	1.4177
1.000	1.4060
0.618	1.3987
HIGH	1.3870
0.618	1.3797
0.500	1.3775
0.382	1.3753
LOW	1.3680
0.618	1.3563
1.000	1.3490
1.618	1.3373
2.618	1.3183
4.250	1.2873

Fisher Pivots for day following 03-Oct-2008
Pivot	1 day	3 day
R1	1.3797	1.3877
PP	1.3786	1.3854
S1	1.3775	1.3831

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

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