CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	1.3410	1.3365	-0.0045	-0.3%	1.3608
High	1.3434	1.3460	0.0026	0.2%	1.3772
Low	1.3355	1.3240	-0.0115	-0.9%	1.3355
Close	1.3390	1.3273	-0.0117	-0.9%	1.3390
Range	0.0079	0.0220	0.0141	178.5%	0.0417
ATR	0.0208	0.0209	0.0001	0.4%	0.0000
Volume	767	828	61	8.0%	4,535

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3984	1.3849	1.3394
R3	1.3764	1.3629	1.3334
R2	1.3544	1.3544	1.3313
R1	1.3409	1.3409	1.3293	1.3367
PP	1.3324	1.3324	1.3324	1.3303
S1	1.3189	1.3189	1.3253	1.3147
S2	1.3104	1.3104	1.3233
S3	1.2884	1.2969	1.3213
S4	1.2664	1.2749	1.3152

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	1.3240	0.0532	4.0%	0.0151	1.1%	6%	False	True	1,041
10	1.3791	1.3240	0.0551	4.2%	0.0192	1.4%	6%	False	True	670
20	1.4731	1.3240	0.1491	11.2%	0.0199	1.5%	2%	False	True	1,964
40	1.4786	1.3240	0.1546	11.6%	0.0167	1.3%	2%	False	True	1,050

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.4395
2.618	1.4036
1.618	1.3816
1.000	1.3680
0.618	1.3596
HIGH	1.3460
0.618	1.3376
0.500	1.3350
0.382	1.3324
LOW	1.3240
0.618	1.3104
1.000	1.3020
1.618	1.2884
2.618	1.2664
4.250	1.2305

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	1.3350	1.3369
PP	1.3324	1.3337
S1	1.3299	1.3305

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

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