CME Euro FX (E) Future March 2009

Trading Metrics calculated at close of trading on 27-Oct-2008

Day Change Summary
	Previous	Current
	24-Oct-2008	27-Oct-2008	Change	Change %	Previous Week
Open	1.2785	1.2530	-0.0255	-2.0%	1.3365
High	1.2785	1.2564	-0.0221	-1.7%	1.3460
Low	1.2505	1.2351	-0.0154	-1.2%	1.2505
Close	1.2599	1.2523	-0.0076	-0.6%	1.2599
Range	0.0280	0.0213	-0.0067	-23.9%	0.0955
ATR	0.0229	0.0230	0.0001	0.6%	0.0000
Volume	425	482	57	13.4%	3,544

Daily Pivots for day following 27-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3118	1.3034	1.2640
R3	1.2905	1.2821	1.2582
R2	1.2692	1.2692	1.2562
R1	1.2608	1.2608	1.2543	1.2544
PP	1.2479	1.2479	1.2479	1.2447
S1	1.2395	1.2395	1.2503	1.2331
S2	1.2266	1.2266	1.2484
S3	1.2053	1.2182	1.2464
S4	1.1840	1.1969	1.2406

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	1.3289	1.2351	0.0938	7.5%	0.0246	2.0%	18%	False	True	639
10	1.3772	1.2351	0.1421	11.3%	0.0198	1.6%	12%	False	True	840
20	1.4427	1.2351	0.2076	16.6%	0.0222	1.8%	8%	False	True	916
40	1.4786	1.2351	0.2435	19.4%	0.0197	1.6%	7%	False	True	1,129

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3469
2.618	1.3122
1.618	1.2909
1.000	1.2777
0.618	1.2696
HIGH	1.2564
0.618	1.2483
0.500	1.2458
0.382	1.2432
LOW	1.2351
0.618	1.2219
1.000	1.2138
1.618	1.2006
2.618	1.1793
4.250	1.1446

Fisher Pivots for day following 27-Oct-2008
Pivot	1 day	3 day
R1	1.2501	1.2628
PP	1.2479	1.2593
S1	1.2458	1.2558

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

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