CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 06-Jan-2009

Day Change Summary
	Previous	Current
	05-Jan-2009	06-Jan-2009	Change	Change %	Previous Week
Open	1.3890	1.3480	-0.0410	-3.0%	1.4169
High	1.3890	1.3480	-0.0410	-3.0%	1.4291
Low	1.3504	1.3270	-0.0234	-1.7%	1.3777
Close	1.3548	1.3467	-0.0081	-0.6%	1.3798
Range	0.0386	0.0210	-0.0176	-45.6%	0.0514
ATR	0.0242	0.0245	0.0003	1.1%	0.0000
Volume	134	235	101	75.4%	121

Daily Pivots for day following 06-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4036	1.3961	1.3583
R3	1.3826	1.3751	1.3525
R2	1.3616	1.3616	1.3506
R1	1.3541	1.3541	1.3486	1.3474
PP	1.3406	1.3406	1.3406	1.3372
S1	1.3331	1.3331	1.3448	1.3264
S2	1.3196	1.3196	1.3429
S3	1.2986	1.3121	1.3409
S4	1.2776	1.2911	1.3352

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5497	1.5162	1.4081
R3	1.4983	1.4648	1.3939
R2	1.4469	1.4469	1.3892
R1	1.4134	1.4134	1.3845	1.4045
PP	1.3955	1.3955	1.3955	1.3911
S1	1.3620	1.3620	1.3751	1.3531
S2	1.3441	1.3441	1.3704
S3	1.2927	1.3106	1.3657
S4	1.2413	1.2592	1.3515

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4119	1.3270	0.0849	6.3%	0.0209	1.6%	23%	False	True	94
10	1.4291	1.3270	0.1021	7.6%	0.0170	1.3%	19%	False	True	77
20	1.4590	1.2779	0.1811	13.4%	0.0217	1.6%	38%	False	False	95

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4373
2.618	1.4030
1.618	1.3820
1.000	1.3690
0.618	1.3610
HIGH	1.3480
0.618	1.3400
0.500	1.3375
0.382	1.3350
LOW	1.3270
0.618	1.3140
1.000	1.3060
1.618	1.2930
2.618	1.2720
4.250	1.2378

Fisher Pivots for day following 06-Jan-2009
Pivot	1 day	3 day
R1	1.3436	1.3582
PP	1.3406	1.3543
S1	1.3375	1.3505

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

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