CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 01-Oct-2008

Day Change Summary
	Previous	Current
	30-Sep-2008	01-Oct-2008	Change	Change %	Previous Week
Open	1.4388	1.4155	-0.0233	-1.6%	1.4425
High	1.4427	1.4180	-0.0247	-1.7%	1.4786
Low	1.4057	1.3988	-0.0069	-0.5%	1.4393
Close	1.4126	1.4073	-0.0053	-0.4%	1.4596
Range	0.0370	0.0192	-0.0178	-48.1%	0.0393
ATR	0.0192	0.0192	0.0000	0.0%	0.0000
Volume	1,214	1,322	108	8.9%	15,750

Daily Pivots for day following 01-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4656	1.4557	1.4179
R3	1.4464	1.4365	1.4126
R2	1.4272	1.4272	1.4108
R1	1.4173	1.4173	1.4091	1.4127
PP	1.4080	1.4080	1.4080	1.4057
S1	1.3981	1.3981	1.4055	1.3935
S2	1.3888	1.3888	1.4038
S3	1.3696	1.3789	1.4020
S4	1.3504	1.3597	1.3967

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	1.3988	0.0734	5.2%	0.0213	1.5%	12%	False	True	4,777
10	1.4786	1.3988	0.0798	5.7%	0.0232	1.6%	11%	False	True	2,869
20	1.4786	1.3765	0.1021	7.3%	0.0197	1.4%	30%	False	False	1,468
40	1.5243	1.3765	0.1478	10.5%	0.0113	0.8%	21%	False	False	750

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	0.0037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4996
2.618	1.4683
1.618	1.4491
1.000	1.4372
0.618	1.4299
HIGH	1.4180
0.618	1.4107
0.500	1.4084
0.382	1.4061
LOW	1.3988
0.618	1.3869
1.000	1.3796
1.618	1.3677
2.618	1.3485
4.250	1.3172

Fisher Pivots for day following 01-Oct-2008
Pivot	1 day	3 day
R1	1.4084	1.4252
PP	1.4080	1.4192
S1	1.4077	1.4133

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

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