CME Euro FX (E) Future March 2009

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

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	1.4477	1.4250	-0.0227	-1.6%	1.4544
High	1.4477	1.4300	-0.0177	-1.2%	1.4609
Low	1.4447	1.4250	-0.0197	-1.4%	1.4497
Close	1.4370	1.4347	-0.0023	-0.2%	1.4497
Range	0.0030	0.0050	0.0020	66.7%	0.0112
ATR	0.0076	0.0079	0.0003	4.2%	0.0000
Volume	0	5	5		35

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4449	1.4448	1.4375
R3	1.4399	1.4398	1.4361
R2	1.4349	1.4349	1.4356
R1	1.4348	1.4348	1.4352	1.4349
PP	1.4299	1.4299	1.4299	1.4299
S1	1.4298	1.4298	1.4342	1.4299
S2	1.4249	1.4249	1.4338
S3	1.4199	1.4248	1.4333
S4	1.4149	1.4198	1.4320

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4870	1.4796	1.4559
R3	1.4758	1.4684	1.4528
R2	1.4646	1.4646	1.4518
R1	1.4572	1.4572	1.4507	1.4553
PP	1.4534	1.4534	1.4534	1.4525
S1	1.4460	1.4460	1.4487	1.4441
S2	1.4422	1.4422	1.4476
S3	1.4310	1.4348	1.4466
S4	1.4198	1.4236	1.4435

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4609	1.4250	0.0359	2.5%	0.0016	0.1%	27%	False	True	1
10	1.4700	1.4250	0.0450	3.1%	0.0013	0.1%	22%	False	True	21
20	1.5243	1.4250	0.0993	6.9%	0.0028	0.2%	10%	False	True	32

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	0.0000
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.4513
2.618	1.4431
1.618	1.4381
1.000	1.4350
0.618	1.4331
HIGH	1.4300
0.618	1.4281
0.500	1.4275
0.382	1.4269
LOW	1.4250
0.618	1.4219
1.000	1.4200
1.618	1.4169
2.618	1.4119
4.250	1.4038

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	1.4323	1.4374
PP	1.4299	1.4365
S1	1.4275	1.4356

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

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