CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 09-Oct-2008

Day Change Summary
	Previous	Current
	08-Oct-2008	09-Oct-2008	Change	Change %	Previous Week
Open	1.3540	1.3607	0.0067	0.5%	1.4454
High	1.3781	1.3791	0.0010	0.1%	1.4516
Low	1.3540	1.3607	0.0067	0.5%	1.3691
Close	1.3711	1.3689	-0.0022	-0.2%	1.3808
Range	0.0241	0.0184	-0.0057	-23.7%	0.0825
ATR	0.0220	0.0217	-0.0003	-1.2%	0.0000
Volume	472	446	-26	-5.5%	16,541

Daily Pivots for day following 09-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4248	1.4152	1.3790
R3	1.4064	1.3968	1.3740
R2	1.3880	1.3880	1.3723
R1	1.3784	1.3784	1.3706	1.3832
PP	1.3696	1.3696	1.3696	1.3720
S1	1.3600	1.3600	1.3672	1.3648
S2	1.3512	1.3512	1.3655
S3	1.3328	1.3416	1.3638
S4	1.3144	1.3232	1.3588

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	1.3900	1.3442	0.0458	3.3%	0.0219	1.6%	54%	False	False	1,125
10	1.4630	1.3442	0.1188	8.7%	0.0223	1.6%	21%	False	False	3,094
20	1.4786	1.3442	0.1344	9.8%	0.0227	1.7%	18%	False	False	1,820
40	1.4786	1.3442	0.1344	9.8%	0.0140	1.0%	18%	False	False	923

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0027
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.4573
2.618	1.4273
1.618	1.4089
1.000	1.3975
0.618	1.3905
HIGH	1.3791
0.618	1.3721
0.500	1.3699
0.382	1.3677
LOW	1.3607
0.618	1.3493
1.000	1.3423
1.618	1.3309
2.618	1.3125
4.250	1.2825

Fisher Pivots for day following 09-Oct-2008
Pivot	1 day	3 day
R1	1.3699	1.3681
PP	1.3696	1.3672
S1	1.3692	1.3664

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

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