CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 17-Oct-2008

Day Change Summary
	Previous	Current
	16-Oct-2008	17-Oct-2008	Change	Change %	Previous Week
Open	1.3451	1.3410	-0.0041	-0.3%	1.3608
High	1.3497	1.3434	-0.0063	-0.5%	1.3772
Low	1.3356	1.3355	-0.0001	0.0%	1.3355
Close	1.3410	1.3390	-0.0020	-0.1%	1.3390
Range	0.0141	0.0079	-0.0062	-44.0%	0.0417
ATR	0.0218	0.0208	-0.0010	-4.6%	0.0000
Volume	3,174	767	-2,407	-75.8%	4,535

Daily Pivots for day following 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3630	1.3589	1.3433
R3	1.3551	1.3510	1.3412
R2	1.3472	1.3472	1.3404
R1	1.3431	1.3431	1.3397	1.3412
PP	1.3393	1.3393	1.3393	1.3384
S1	1.3352	1.3352	1.3383	1.3333
S2	1.3314	1.3314	1.3376
S3	1.3235	1.3273	1.3368
S4	1.3156	1.3194	1.3347

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4757	1.4490	1.3619
R3	1.4340	1.4073	1.3505
R2	1.3923	1.3923	1.3466
R1	1.3656	1.3656	1.3428	1.3581
PP	1.3506	1.3506	1.3506	1.3468
S1	1.3239	1.3239	1.3352	1.3164
S2	1.3089	1.3089	1.3314
S3	1.2672	1.2822	1.3275
S4	1.2255	1.2405	1.3161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3772	1.3355	0.0417	3.1%	0.0136	1.0%	8%	False	True	907
10	1.3791	1.3290	0.0501	3.7%	0.0197	1.5%	20%	False	False	722
20	1.4786	1.3290	0.1496	11.2%	0.0208	1.6%	7%	False	False	1,975
40	1.4786	1.3290	0.1496	11.2%	0.0161	1.2%	7%	False	False	1,033

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1.3770
2.618	1.3641
1.618	1.3562
1.000	1.3513
0.618	1.3483
HIGH	1.3434
0.618	1.3404
0.500	1.3395
0.382	1.3385
LOW	1.3355
0.618	1.3306
1.000	1.3276
1.618	1.3227
2.618	1.3148
4.250	1.3019

Fisher Pivots for day following 17-Oct-2008
Pivot	1 day	3 day
R1	1.3395	1.3494
PP	1.3393	1.3459
S1	1.3392	1.3425

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

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