CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 06-Oct-2008

Day Change Summary
	Previous	Current
	03-Oct-2008	06-Oct-2008	Change	Change %	Previous Week
Open	1.3860	1.3715	-0.0145	-1.0%	1.4454
High	1.3900	1.3715	-0.0185	-1.3%	1.4516
Low	1.3691	1.3442	-0.0249	-1.8%	1.3691
Close	1.3808	1.3442	-0.0366	-2.7%	1.3808
Range	0.0209	0.0273	0.0064	30.6%	0.0825
ATR	0.0202	0.0213	0.0012	5.8%	0.0000
Volume	3,035	1,350	-1,685	-55.5%	16,541

Daily Pivots for day following 06-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4352	1.4170	1.3592
R3	1.4079	1.3897	1.3517
R2	1.3806	1.3806	1.3492
R1	1.3624	1.3624	1.3467	1.3579
PP	1.3533	1.3533	1.3533	1.3510
S1	1.3351	1.3351	1.3417	1.3306
S2	1.3260	1.3260	1.3392
S3	1.2987	1.3078	1.3367
S4	1.2714	1.2805	1.3292

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	1.4427	1.3442	0.0985	7.3%	0.0258	1.9%	0%	False	True	1,686
10	1.4731	1.3442	0.1289	9.6%	0.0207	1.5%	0%	False	True	3,259
20	1.4786	1.3442	0.1344	10.0%	0.0214	1.6%	0%	False	True	1,761
40	1.4807	1.3442	0.1365	10.2%	0.0125	0.9%	0%	False	True	898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4875
2.618	1.4430
1.618	1.4157
1.000	1.3988
0.618	1.3884
HIGH	1.3715
0.618	1.3611
0.500	1.3579
0.382	1.3546
LOW	1.3442
0.618	1.3273
1.000	1.3169
1.618	1.3000
2.618	1.2727
4.250	1.2282

Fisher Pivots for day following 06-Oct-2008
Pivot	1 day	3 day
R1	1.3579	1.3721
PP	1.3533	1.3628
S1	1.3488	1.3535

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

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