CME Euro FX Future March 2009

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	1.2942	1.2705	-0.0237	-1.8%	1.2523
High	1.2942	1.2735	-0.0207	-1.6%	1.2942
Low	1.2942	1.2650	-0.0292	-2.3%	1.2523
Close	1.2942	1.2724	-0.0218	-1.7%	1.2724
Range	0.0000	0.0085	0.0085		0.0419
ATR	0.0138	0.0149	0.0011	8.0%	0.0000
Volume	529	540	11	2.1%	3,112

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.2958	1.2926	1.2771
R3	1.2873	1.2841	1.2747
R2	1.2788	1.2788	1.2740
R1	1.2756	1.2756	1.2732	1.2772
PP	1.2703	1.2703	1.2703	1.2711
S1	1.2671	1.2671	1.2716	1.2687
S2	1.2618	1.2618	1.2708
S3	1.2533	1.2586	1.2701
S4	1.2448	1.2501	1.2677

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3987	1.3774	1.2954
R3	1.3568	1.3355	1.2839
R2	1.3149	1.3149	1.2801
R1	1.2936	1.2936	1.2762	1.3043
PP	1.2730	1.2730	1.2730	1.2783
S1	1.2517	1.2517	1.2686	1.2624
S2	1.2311	1.2311	1.2647
S3	1.1892	1.2098	1.2609
S4	1.1473	1.1679	1.2494

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2942	1.2523	0.0419	3.3%	0.0017	0.1%	48%	False	False	622
10	1.3273	1.2523	0.0750	5.9%	0.0009	0.1%	27%	False	False	665
20	1.3740	1.2523	0.1217	9.6%	0.0021	0.2%	17%	False	False	694
40	1.4721	1.2523	0.2198	17.3%	0.0025	0.2%	9%	False	False	1,194

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	0.0003
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.3096
2.618	1.2958
1.618	1.2873
1.000	1.2820
0.618	1.2788
HIGH	1.2735
0.618	1.2703
0.500	1.2693
0.382	1.2682
LOW	1.2650
0.618	1.2597
1.000	1.2565
1.618	1.2512
2.618	1.2427
4.250	1.2289

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	1.2714	1.2796
PP	1.2703	1.2772
S1	1.2693	1.2748

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

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