CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 10-Sep-2008

Day Change Summary
	Previous	Current
	09-Sep-2008	10-Sep-2008	Change	Change %	Previous Week
Open	1.3940	1.4028	0.0088	0.6%	1.4477
High	1.3984	1.4037	0.0053	0.4%	1.4477
Low	1.3940	1.3866	-0.0074	-0.5%	1.4076
Close	1.4028	1.3894	-0.0134	-1.0%	1.4102
Range	0.0044	0.0171	0.0127	288.6%	0.0401
ATR	0.0086	0.0092	0.0006	7.0%	0.0000
Volume	13	15	2	15.4%	35

Daily Pivots for day following 10-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4445	1.4341	1.3988
R3	1.4274	1.4170	1.3941
R2	1.4103	1.4103	1.3925
R1	1.3999	1.3999	1.3910	1.3966
PP	1.3932	1.3932	1.3932	1.3916
S1	1.3828	1.3828	1.3878	1.3795
S2	1.3761	1.3761	1.3863
S3	1.3590	1.3657	1.3847
S4	1.3419	1.3486	1.3800

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	1.3866	0.0505	3.6%	0.0121	0.9%	6%	False	True	16
10	1.4609	1.3866	0.0743	5.3%	0.0068	0.5%	4%	False	True	9
20	1.4768	1.3866	0.0902	6.5%	0.0046	0.3%	3%	False	True	25

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	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4764
2.618	1.4485
1.618	1.4314
1.000	1.4208
0.618	1.4143
HIGH	1.4037
0.618	1.3972
0.500	1.3952
0.382	1.3931
LOW	1.3866
0.618	1.3760
1.000	1.3695
1.618	1.3589
2.618	1.3418
4.250	1.3139

Fisher Pivots for day following 10-Sep-2008
Pivot	1 day	3 day
R1	1.3952	1.3973
PP	1.3932	1.3947
S1	1.3913	1.3920

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

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