CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 09-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	09-Sep-2008	Change	Change %	Previous Week
Open	1.4039	1.3940	-0.0099	-0.7%	1.4477
High	1.4080	1.3984	-0.0096	-0.7%	1.4477
Low	1.4011	1.3940	-0.0071	-0.5%	1.4076
Close	1.3966	1.4028	0.0062	0.4%	1.4102
Range	0.0069	0.0044	-0.0025	-36.2%	0.0401
ATR	0.0090	0.0086	-0.0003	-3.6%	0.0000
Volume	24	13	-11	-45.8%	35

Daily Pivots for day following 09-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4116	1.4116	1.4052
R3	1.4072	1.4072	1.4040
R2	1.4028	1.4028	1.4036
R1	1.4028	1.4028	1.4032	1.4028
PP	1.3984	1.3984	1.3984	1.3984
S1	1.3984	1.3984	1.4024	1.3984
S2	1.3940	1.3940	1.4020
S3	1.3896	1.3940	1.4016
S4	1.3852	1.3896	1.4004

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5421	1.5163	1.4323
R3	1.5020	1.4762	1.4212
R2	1.4619	1.4619	1.4176
R1	1.4361	1.4361	1.4139	1.4290
PP	1.4218	1.4218	1.4218	1.4183
S1	1.3960	1.3960	1.4065	1.3889
S2	1.3817	1.3817	1.4028
S3	1.3416	1.3559	1.3992
S4	1.3015	1.3158	1.3881

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4371	1.3940	0.0431	3.1%	0.0096	0.7%	20%	False	True	14
10	1.4609	1.3940	0.0669	4.8%	0.0051	0.4%	13%	False	True	7
20	1.4768	1.3940	0.0828	5.9%	0.0037	0.3%	11%	False	True	25

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.4171
2.618	1.4099
1.618	1.4055
1.000	1.4028
0.618	1.4011
HIGH	1.3984
0.618	1.3967
0.500	1.3962
0.382	1.3957
LOW	1.3940
0.618	1.3913
1.000	1.3896
1.618	1.3869
2.618	1.3825
4.250	1.3753

Fisher Pivots for day following 09-Sep-2008
Pivot	1 day	3 day
R1	1.4006	1.4067
PP	1.3984	1.4054
S1	1.3962	1.4041

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

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