CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 18-Sep-2008

Day Change Summary
	Previous	Current
	17-Sep-2008	18-Sep-2008	Change	Change %	Previous Week
Open	1.4130	1.4302	0.0172	1.2%	1.4039
High	1.4317	1.4475	0.0158	1.1%	1.4080
Low	1.4037	1.4211	0.0174	1.2%	1.3765
Close	1.4311	1.4327	0.0016	0.1%	1.4076
Range	0.0280	0.0264	-0.0016	-5.7%	0.0315
ATR	0.0136	0.0145	0.0009	6.8%	0.0000
Volume	393	491	98	24.9%	116

Daily Pivots for day following 18-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5130	1.4992	1.4472
R3	1.4866	1.4728	1.4400
R2	1.4602	1.4602	1.4375
R1	1.4464	1.4464	1.4351	1.4533
PP	1.4338	1.4338	1.4338	1.4372
S1	1.4200	1.4200	1.4303	1.4269
S2	1.4074	1.4074	1.4279
S3	1.3810	1.3936	1.4254
S4	1.3546	1.3672	1.4182

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	1.4475	1.3930	0.0545	3.8%	0.0230	1.6%	73%	True	False	212
10	1.4475	1.3765	0.0710	5.0%	0.0169	1.2%	79%	True	False	117
20	1.4700	1.3765	0.0935	6.5%	0.0101	0.7%	60%	False	False	69

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5597
2.618	1.5166
1.618	1.4902
1.000	1.4739
0.618	1.4638
HIGH	1.4475
0.618	1.4374
0.500	1.4343
0.382	1.4312
LOW	1.4211
0.618	1.4048
1.000	1.3947
1.618	1.3784
2.618	1.3520
4.250	1.3089

Fisher Pivots for day following 18-Sep-2008
Pivot	1 day	3 day
R1	1.4343	1.4295
PP	1.4338	1.4263
S1	1.4332	1.4231

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

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