CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 02-Oct-2008

Day Change Summary
	Previous	Current
	01-Oct-2008	02-Oct-2008	Change	Change %	Previous Week
Open	1.4155	1.3990	-0.0165	-1.2%	1.4425
High	1.4180	1.4000	-0.0180	-1.3%	1.4786
Low	1.3988	1.3755	-0.0233	-1.7%	1.4393
Close	1.4073	1.3824	-0.0249	-1.8%	1.4596
Range	0.0192	0.0245	0.0053	27.6%	0.0393
ATR	0.0192	0.0201	0.0009	4.7%	0.0000
Volume	1,322	1,511	189	14.3%	15,750

Daily Pivots for day following 02-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4595	1.4454	1.3959
R3	1.4350	1.4209	1.3891
R2	1.4105	1.4105	1.3869
R1	1.3964	1.3964	1.3846	1.3912
PP	1.3860	1.3860	1.3860	1.3834
S1	1.3719	1.3719	1.3802	1.3667
S2	1.3615	1.3615	1.3779
S3	1.3370	1.3474	1.3757
S4	1.3125	1.3229	1.3689

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	1.4630	1.3755	0.0875	6.3%	0.0226	1.6%	8%	False	True	5,064
10	1.4786	1.3755	0.1031	7.5%	0.0230	1.7%	7%	False	True	2,971
20	1.4786	1.3755	0.1031	7.5%	0.0200	1.4%	7%	False	True	1,544
40	1.5150	1.3755	0.1395	10.1%	0.0119	0.9%	5%	False	True	788

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5041
2.618	1.4641
1.618	1.4396
1.000	1.4245
0.618	1.4151
HIGH	1.4000
0.618	1.3906
0.500	1.3878
0.382	1.3849
LOW	1.3755
0.618	1.3604
1.000	1.3510
1.618	1.3359
2.618	1.3114
4.250	1.2714

Fisher Pivots for day following 02-Oct-2008
Pivot	1 day	3 day
R1	1.3878	1.4091
PP	1.3860	1.4002
S1	1.3842	1.3913

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

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