CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 16-Oct-2008

Day Change Summary
	Previous	Current
	15-Oct-2008	16-Oct-2008	Change	Change %	Previous Week
Open	1.3611	1.3451	-0.0160	-1.2%	1.3715
High	1.3633	1.3497	-0.0136	-1.0%	1.3791
Low	1.3472	1.3356	-0.0116	-0.9%	1.3290
Close	1.3498	1.3410	-0.0088	-0.7%	1.3484
Range	0.0161	0.0141	-0.0020	-12.4%	0.0501
ATR	0.0224	0.0218	-0.0006	-2.6%	0.0000
Volume	365	3,174	2,809	769.6%	2,689

Daily Pivots for day following 16-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3844	1.3768	1.3488
R3	1.3703	1.3627	1.3449
R2	1.3562	1.3562	1.3436
R1	1.3486	1.3486	1.3423	1.3454
PP	1.3421	1.3421	1.3421	1.3405
S1	1.3345	1.3345	1.3397	1.3313
S2	1.3280	1.3280	1.3384
S3	1.3139	1.3204	1.3371
S4	1.2998	1.3063	1.3332

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	1.3772	1.3290	0.0482	3.6%	0.0201	1.5%	25%	False	False	773
10	1.3900	1.3290	0.0610	4.5%	0.0210	1.6%	20%	False	False	949
20	1.4786	1.3290	0.1496	11.2%	0.0220	1.6%	8%	False	False	1,960
40	1.4786	1.3290	0.1496	11.2%	0.0160	1.2%	8%	False	False	1,014

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	0.0022
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.4096
2.618	1.3866
1.618	1.3725
1.000	1.3638
0.618	1.3584
HIGH	1.3497
0.618	1.3443
0.500	1.3427
0.382	1.3410
LOW	1.3356
0.618	1.3269
1.000	1.3215
1.618	1.3128
2.618	1.2987
4.250	1.2757

Fisher Pivots for day following 16-Oct-2008
Pivot	1 day	3 day
R1	1.3427	1.3564
PP	1.3421	1.3513
S1	1.3416	1.3461

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

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