CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 21-Oct-2008

Day Change Summary
	Previous	Current
	20-Oct-2008	21-Oct-2008	Change	Change %	Previous Week
Open	1.3365	1.3265	-0.0100	-0.7%	1.3608
High	1.3460	1.3289	-0.0171	-1.3%	1.3772
Low	1.3240	1.3007	-0.0233	-1.8%	1.3355
Close	1.3273	1.3080	-0.0193	-1.5%	1.3390
Range	0.0220	0.0282	0.0062	28.2%	0.0417
ATR	0.0209	0.0214	0.0005	2.5%	0.0000
Volume	828	1,781	953	115.1%	4,535

Daily Pivots for day following 21-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3971	1.3808	1.3235
R3	1.3689	1.3526	1.3158
R2	1.3407	1.3407	1.3132
R1	1.3244	1.3244	1.3106	1.3185
PP	1.3125	1.3125	1.3125	1.3096
S1	1.2962	1.2962	1.3054	1.2903
S2	1.2843	1.2843	1.3028
S3	1.2561	1.2680	1.3002
S4	1.2279	1.2398	1.2925

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	1.3633	1.3007	0.0626	4.8%	0.0177	1.4%	12%	False	True	1,383
10	1.3791	1.3007	0.0784	6.0%	0.0201	1.5%	9%	False	True	816
20	1.4722	1.3007	0.1715	13.1%	0.0205	1.6%	4%	False	True	1,923
40	1.4786	1.3007	0.1779	13.6%	0.0174	1.3%	4%	False	True	1,094

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	0.0025
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.4488
2.618	1.4027
1.618	1.3745
1.000	1.3571
0.618	1.3463
HIGH	1.3289
0.618	1.3181
0.500	1.3148
0.382	1.3115
LOW	1.3007
0.618	1.2833
1.000	1.2725
1.618	1.2551
2.618	1.2269
4.250	1.1809

Fisher Pivots for day following 21-Oct-2008
Pivot	1 day	3 day
R1	1.3148	1.3234
PP	1.3125	1.3182
S1	1.3103	1.3131

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

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