CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 15-Oct-2008

Day Change Summary
	Previous	Current
	14-Oct-2008	15-Oct-2008	Change	Change %	Previous Week
Open	1.3619	1.3611	-0.0008	-0.1%	1.3715
High	1.3772	1.3633	-0.0139	-1.0%	1.3791
Low	1.3619	1.3472	-0.0147	-1.1%	1.3290
Close	1.3647	1.3498	-0.0149	-1.1%	1.3484
Range	0.0153	0.0161	0.0008	5.2%	0.0501
ATR	0.0228	0.0224	-0.0004	-1.7%	0.0000
Volume	71	365	294	414.1%	2,689

Daily Pivots for day following 15-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4017	1.3919	1.3587
R3	1.3856	1.3758	1.3542
R2	1.3695	1.3695	1.3528
R1	1.3597	1.3597	1.3513	1.3566
PP	1.3534	1.3534	1.3534	1.3519
S1	1.3436	1.3436	1.3483	1.3405
S2	1.3373	1.3373	1.3468
S3	1.3212	1.3275	1.3454
S4	1.3051	1.3114	1.3409

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%	0.0209	1.5%	42%	False	False	227
10	1.4000	1.3290	0.0710	5.3%	0.0220	1.6%	29%	False	False	782
20	1.4786	1.3290	0.1496	11.1%	0.0226	1.7%	14%	False	False	1,826
40	1.4786	1.3290	0.1496	11.1%	0.0157	1.2%	14%	False	False	935

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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4317
2.618	1.4054
1.618	1.3893
1.000	1.3794
0.618	1.3732
HIGH	1.3633
0.618	1.3571
0.500	1.3553
0.382	1.3534
LOW	1.3472
0.618	1.3373
1.000	1.3311
1.618	1.3212
2.618	1.3051
4.250	1.2788

Fisher Pivots for day following 15-Oct-2008
Pivot	1 day	3 day
R1	1.3553	1.3622
PP	1.3534	1.3581
S1	1.3516	1.3539

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

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