CME Euro FX Future March 2009

Trading Metrics calculated at close of trading on 12-Nov-2008

Day Change Summary
	Previous	Current
	11-Nov-2008	12-Nov-2008	Change	Change %	Previous Week
Open	1.2497	1.2482	-0.0015	-0.1%	1.2587
High	1.2497	1.2520	0.0023	0.2%	1.2939
Low	1.2497	1.2435	-0.0062	-0.5%	1.2587
Close	1.2497	1.2462	-0.0035	-0.3%	1.2699
Range	0.0000	0.0085	0.0085		0.0352
ATR	0.0143	0.0139	-0.0004	-2.9%	0.0000
Volume	346	247	-99	-28.6%	2,819

Daily Pivots for day following 12-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.2727	1.2680	1.2509
R3	1.2642	1.2595	1.2485
R2	1.2557	1.2557	1.2478
R1	1.2510	1.2510	1.2470	1.2491
PP	1.2472	1.2472	1.2472	1.2463
S1	1.2425	1.2425	1.2454	1.2406
S2	1.2387	1.2387	1.2446
S3	1.2302	1.2340	1.2439
S4	1.2217	1.2255	1.2415

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3798	1.3600	1.2893
R3	1.3446	1.3248	1.2796
R2	1.3094	1.3094	1.2764
R1	1.2896	1.2896	1.2731	1.2995
PP	1.2742	1.2742	1.2742	1.2791
S1	1.2544	1.2544	1.2667	1.2643
S2	1.2390	1.2390	1.2634
S3	1.2038	1.2192	1.2602
S4	1.1686	1.1840	1.2505

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2805	1.2435	0.0370	3.0%	0.0041	0.3%	7%	False	True	288
10	1.2942	1.2435	0.0507	4.1%	0.0029	0.2%	5%	False	True	459
20	1.3410	1.2435	0.0975	7.8%	0.0015	0.1%	3%	False	True	705
40	1.4721	1.2435	0.2286	18.3%	0.0027	0.2%	1%	False	True	1,266

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2881
2.618	1.2743
1.618	1.2658
1.000	1.2605
0.618	1.2573
HIGH	1.2520
0.618	1.2488
0.500	1.2478
0.382	1.2467
LOW	1.2435
0.618	1.2382
1.000	1.2350
1.618	1.2297
2.618	1.2212
4.250	1.2074

Fisher Pivots for day following 12-Nov-2008
Pivot	1 day	3 day
R1	1.2478	1.2571
PP	1.2472	1.2534
S1	1.2467	1.2498

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

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