CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 10-Oct-2008

Day Change Summary
	Previous	Current
	09-Oct-2008	10-Oct-2008	Change	Change %	Previous Week
Open	1.3607	1.3694	0.0087	0.6%	1.3715
High	1.3791	1.3694	-0.0097	-0.7%	1.3791
Low	1.3607	1.3290	-0.0317	-2.3%	1.3290
Close	1.3689	1.3484	-0.0205	-1.5%	1.3484
Range	0.0184	0.0404	0.0220	119.6%	0.0501
ATR	0.0217	0.0231	0.0013	6.1%	0.0000
Volume	446	99	-347	-77.8%	2,689

Daily Pivots for day following 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4701	1.4497	1.3706
R3	1.4297	1.4093	1.3595
R2	1.3893	1.3893	1.3558
R1	1.3689	1.3689	1.3521	1.3589
PP	1.3489	1.3489	1.3489	1.3440
S1	1.3285	1.3285	1.3447	1.3185
S2	1.3085	1.3085	1.3410
S3	1.2681	1.2881	1.3373
S4	1.2277	1.2477	1.3262

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5025	1.4755	1.3760
R3	1.4524	1.4254	1.3622
R2	1.4023	1.4023	1.3576
R1	1.3753	1.3753	1.3530	1.3638
PP	1.3522	1.3522	1.3522	1.3464
S1	1.3252	1.3252	1.3438	1.3137
S2	1.3021	1.3021	1.3392
S3	1.2520	1.2751	1.3346
S4	1.2019	1.2250	1.3208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3791	1.3290	0.0501	3.7%	0.0258	1.9%	39%	False	True	537
10	1.4516	1.3290	0.1226	9.1%	0.0253	1.9%	16%	False	True	1,923
20	1.4786	1.3290	0.1496	11.1%	0.0241	1.8%	13%	False	True	1,823
40	1.4786	1.3290	0.1496	11.1%	0.0150	1.1%	13%	False	True	926

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	1.5411
2.618	1.4752
1.618	1.4348
1.000	1.4098
0.618	1.3944
HIGH	1.3694
0.618	1.3540
0.500	1.3492
0.382	1.3444
LOW	1.3290
0.618	1.3040
1.000	1.2886
1.618	1.2636
2.618	1.2232
4.250	1.1573

Fisher Pivots for day following 10-Oct-2008
Pivot	1 day	3 day
R1	1.3492	1.3541
PP	1.3489	1.3522
S1	1.3487	1.3503

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

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