CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	1.3950	1.4250	0.0300	2.2%	1.4039
High	1.4061	1.4325	0.0264	1.9%	1.4080
Low	1.3930	1.4000	0.0070	0.5%	1.3765
Close	1.4076	1.4057	-0.0019	-0.1%	1.4076
Range	0.0131	0.0325	0.0194	148.1%	0.0315
ATR	0.0107	0.0122	0.0016	14.6%	0.0000
Volume	34	44	10	29.4%	116

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5102	1.4905	1.4236
R3	1.4777	1.4580	1.4146
R2	1.4452	1.4452	1.4117
R1	1.4255	1.4255	1.4087	1.4191
PP	1.4127	1.4127	1.4127	1.4096
S1	1.3930	1.3930	1.4027	1.3866
S2	1.3802	1.3802	1.3997
S3	1.3477	1.3605	1.3968
S4	1.3152	1.3280	1.3878

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4919	1.4812	1.4249
R3	1.4604	1.4497	1.4163
R2	1.4289	1.4289	1.4134
R1	1.4182	1.4182	1.4105	1.4236
PP	1.3974	1.3974	1.3974	1.4000
S1	1.3867	1.3867	1.4047	1.3921
S2	1.3659	1.3659	1.4018
S3	1.3344	1.3552	1.3989
S4	1.3029	1.3237	1.3903

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4325	1.3765	0.0560	4.0%	0.0162	1.2%	52%	True	False	27
10	1.4477	1.3765	0.0712	5.1%	0.0128	0.9%	41%	False	False	19
20	1.4700	1.3765	0.0935	6.7%	0.0069	0.5%	31%	False	False	31

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	0.0018
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.5706
2.618	1.5176
1.618	1.4851
1.000	1.4650
0.618	1.4526
HIGH	1.4325
0.618	1.4201
0.500	1.4163
0.382	1.4124
LOW	1.4000
0.618	1.3799
1.000	1.3675
1.618	1.3474
2.618	1.3149
4.250	1.2619

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	1.4163	1.4053
PP	1.4127	1.4049
S1	1.4092	1.4045

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

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