CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 03-Oct-2008

Day Change Summary
	Previous	Current
	02-Oct-2008	03-Oct-2008	Change	Change %	Previous Week
Open	1.3990	1.3860	-0.0130	-0.9%	1.4454
High	1.4000	1.3900	-0.0100	-0.7%	1.4516
Low	1.3755	1.3691	-0.0064	-0.5%	1.3691
Close	1.3824	1.3808	-0.0016	-0.1%	1.3808
Range	0.0245	0.0209	-0.0036	-14.7%	0.0825
ATR	0.0201	0.0202	0.0001	0.3%	0.0000
Volume	1,511	3,035	1,524	100.9%	16,541

Daily Pivots for day following 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4427	1.4326	1.3923
R3	1.4218	1.4117	1.3865
R2	1.4009	1.4009	1.3846
R1	1.3908	1.3908	1.3827	1.3854
PP	1.3800	1.3800	1.3800	1.3773
S1	1.3699	1.3699	1.3789	1.3645
S2	1.3591	1.3591	1.3770
S3	1.3382	1.3490	1.3751
S4	1.3173	1.3281	1.3693

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6480	1.5969	1.4262
R3	1.5655	1.5144	1.4035
R2	1.4830	1.4830	1.3959
R1	1.4319	1.4319	1.3884	1.4162
PP	1.4005	1.4005	1.4005	1.3927
S1	1.3494	1.3494	1.3732	1.3337
S2	1.3180	1.3180	1.3657
S3	1.2355	1.2669	1.3581
S4	1.1530	1.1844	1.3354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4516	1.3691	0.0825	6.0%	0.0248	1.8%	14%	False	True	3,308
10	1.4786	1.3691	0.1095	7.9%	0.0219	1.6%	11%	False	True	3,229
20	1.4786	1.3691	0.1095	7.9%	0.0204	1.5%	11%	False	True	1,694
40	1.5121	1.3691	0.1430	10.4%	0.0124	0.9%	8%	False	True	864

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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4788
2.618	1.4447
1.618	1.4238
1.000	1.4109
0.618	1.4029
HIGH	1.3900
0.618	1.3820
0.500	1.3796
0.382	1.3771
LOW	1.3691
0.618	1.3562
1.000	1.3482
1.618	1.3353
2.618	1.3144
4.250	1.2803

Fisher Pivots for day following 03-Oct-2008
Pivot	1 day	3 day
R1	1.3804	1.3936
PP	1.3800	1.3893
S1	1.3796	1.3851

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

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