CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 25-Sep-2008

Day Change Summary
	Previous	Current
	24-Sep-2008	25-Sep-2008	Change	Change %	Previous Week
Open	1.4598	1.4691	0.0093	0.6%	1.4250
High	1.4689	1.4722	0.0033	0.2%	1.4475
Low	1.4577	1.4543	-0.0034	-0.2%	1.3987
Close	1.4615	1.4586	-0.0029	-0.2%	1.4383
Range	0.0112	0.0179	0.0067	59.8%	0.0488
ATR	0.0170	0.0170	0.0001	0.4%	0.0000
Volume	203	77	-126	-62.1%	1,488

Daily Pivots for day following 25-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5154	1.5049	1.4684
R3	1.4975	1.4870	1.4635
R2	1.4796	1.4796	1.4619
R1	1.4691	1.4691	1.4602	1.4654
PP	1.4617	1.4617	1.4617	1.4599
S1	1.4512	1.4512	1.4570	1.4475
S2	1.4438	1.4438	1.4553
S3	1.4259	1.4333	1.4537
S4	1.4080	1.4154	1.4488

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5746	1.5552	1.4651
R3	1.5258	1.5064	1.4517
R2	1.4770	1.4770	1.4472
R1	1.4576	1.4576	1.4428	1.4673
PP	1.4282	1.4282	1.4282	1.4330
S1	1.4088	1.4088	1.4338	1.4185
S2	1.3794	1.3794	1.4294
S3	1.3306	1.3600	1.4249
S4	1.2818	1.3112	1.4115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4786	1.4083	0.0703	4.8%	0.0233	1.6%	72%	False	False	878
10	1.4786	1.3930	0.0856	5.9%	0.0232	1.6%	77%	False	False	545
20	1.4786	1.3765	0.1021	7.0%	0.0157	1.1%	80%	False	False	278

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0041
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5483
2.618	1.5191
1.618	1.5012
1.000	1.4901
0.618	1.4833
HIGH	1.4722
0.618	1.4654
0.500	1.4633
0.382	1.4611
LOW	1.4543
0.618	1.4432
1.000	1.4364
1.618	1.4253
2.618	1.4074
4.250	1.3782

Fisher Pivots for day following 25-Sep-2008
Pivot	1 day	3 day
R1	1.4633	1.4637
PP	1.4617	1.4620
S1	1.4602	1.4603

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

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