CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 30-Sep-2008

Day Change Summary
	Previous	Current
	29-Sep-2008	30-Sep-2008	Change	Change %	Previous Week
Open	1.4454	1.4388	-0.0066	-0.5%	1.4425
High	1.4516	1.4427	-0.0089	-0.6%	1.4786
Low	1.4292	1.4057	-0.0235	-1.6%	1.4393
Close	1.4471	1.4126	-0.0345	-2.4%	1.4596
Range	0.0224	0.0370	0.0146	65.2%	0.0393
ATR	0.0175	0.0192	0.0017	9.7%	0.0000
Volume	9,459	1,214	-8,245	-87.2%	15,750

Daily Pivots for day following 30-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5313	1.5090	1.4330
R3	1.4943	1.4720	1.4228
R2	1.4573	1.4573	1.4194
R1	1.4350	1.4350	1.4160	1.4277
PP	1.4203	1.4203	1.4203	1.4167
S1	1.3980	1.3980	1.4092	1.3907
S2	1.3833	1.3833	1.4058
S3	1.3463	1.3610	1.4024
S4	1.3093	1.3240	1.3923

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5771	1.5576	1.4812
R3	1.5378	1.5183	1.4704
R2	1.4985	1.4985	1.4668
R1	1.4790	1.4790	1.4632	1.4888
PP	1.4592	1.4592	1.4592	1.4640
S1	1.4397	1.4397	1.4560	1.4495
S2	1.4199	1.4199	1.4524
S3	1.3806	1.4004	1.4488
S4	1.3413	1.3611	1.4380

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4722	1.4057	0.0665	4.7%	0.0197	1.4%	10%	False	True	4,554
10	1.4786	1.4037	0.0749	5.3%	0.0241	1.7%	12%	False	False	2,776
20	1.4786	1.3765	0.1021	7.2%	0.0190	1.3%	35%	False	False	1,403
40	1.5297	1.3765	0.1532	10.8%	0.0108	0.8%	24%	False	False	717

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0044
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6000
2.618	1.5396
1.618	1.5026
1.000	1.4797
0.618	1.4656
HIGH	1.4427
0.618	1.4286
0.500	1.4242
0.382	1.4198
LOW	1.4057
0.618	1.3828
1.000	1.3687
1.618	1.3458
2.618	1.3088
4.250	1.2485

Fisher Pivots for day following 30-Sep-2008
Pivot	1 day	3 day
R1	1.4242	1.4344
PP	1.4203	1.4271
S1	1.4165	1.4199

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

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