CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 24-Oct-2008

Day Change Summary
	Previous	Current
	23-Oct-2008	24-Oct-2008	Change	Change %	Previous Week
Open	1.2740	1.2785	0.0045	0.4%	1.3365
High	1.2905	1.2785	-0.0120	-0.9%	1.3460
Low	1.2722	1.2505	-0.0217	-1.7%	1.2505
Close	1.2821	1.2599	-0.0222	-1.7%	1.2599
Range	0.0183	0.0280	0.0097	53.0%	0.0955
ATR	0.0222	0.0229	0.0007	3.0%	0.0000
Volume	346	425	79	22.8%	3,544

Daily Pivots for day following 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3470	1.3314	1.2753
R3	1.3190	1.3034	1.2676
R2	1.2910	1.2910	1.2650
R1	1.2754	1.2754	1.2625	1.2692
PP	1.2630	1.2630	1.2630	1.2599
S1	1.2474	1.2474	1.2573	1.2412
S2	1.2350	1.2350	1.2548
S3	1.2070	1.2194	1.2522
S4	1.1790	1.1914	1.2445

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5720	1.5114	1.3124
R3	1.4765	1.4159	1.2862
R2	1.3810	1.3810	1.2774
R1	1.3204	1.3204	1.2687	1.3030
PP	1.2855	1.2855	1.2855	1.2767
S1	1.2249	1.2249	1.2511	1.2075
S2	1.1900	1.1900	1.2424
S3	1.0945	1.1294	1.2336
S4	0.9990	1.0339	1.2074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3460	1.2505	0.0955	7.6%	0.0247	2.0%	10%	False	True	708
10	1.3772	1.2505	0.1267	10.1%	0.0191	1.5%	7%	False	True	807
20	1.4516	1.2505	0.2011	16.0%	0.0222	1.8%	5%	False	True	1,365
40	1.4786	1.2505	0.2281	18.1%	0.0192	1.5%	4%	False	True	1,117

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	0.0027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3975
2.618	1.3518
1.618	1.3238
1.000	1.3065
0.618	1.2958
HIGH	1.2785
0.618	1.2678
0.500	1.2645
0.382	1.2612
LOW	1.2505
0.618	1.2332
1.000	1.2225
1.618	1.2052
2.618	1.1772
4.250	1.1315

Fisher Pivots for day following 24-Oct-2008
Pivot	1 day	3 day
R1	1.2645	1.2745
PP	1.2630	1.2696
S1	1.2614	1.2648

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

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