CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 07-Jan-2009

Day Change Summary
	Previous	Current
	06-Jan-2009	07-Jan-2009	Change	Change %	Previous Week
Open	1.3480	1.3571	0.0091	0.7%	1.4169
High	1.3480	1.3671	0.0191	1.4%	1.4291
Low	1.3270	1.3565	0.0295	2.2%	1.3777
Close	1.3467	1.3556	0.0089	0.7%	1.3798
Range	0.0210	0.0106	-0.0104	-49.5%	0.0514
ATR	0.0245	0.0242	-0.0003	-1.2%	0.0000
Volume	235	56	-179	-76.2%	121

Daily Pivots for day following 07-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3915	1.3842	1.3614
R3	1.3809	1.3736	1.3585
R2	1.3703	1.3703	1.3575
R1	1.3630	1.3630	1.3566	1.3614
PP	1.3597	1.3597	1.3597	1.3589
S1	1.3524	1.3524	1.3546	1.3508
S2	1.3491	1.3491	1.3537
S3	1.3385	1.3418	1.3527
S4	1.3279	1.3312	1.3498

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	1.4000	1.3270	0.0730	5.4%	0.0207	1.5%	39%	False	False	93
10	1.4291	1.3270	0.1021	7.5%	0.0168	1.2%	28%	False	False	57
20	1.4590	1.2779	0.1811	13.4%	0.0220	1.6%	43%	False	False	98

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.4122
2.618	1.3949
1.618	1.3843
1.000	1.3777
0.618	1.3737
HIGH	1.3671
0.618	1.3631
0.500	1.3618
0.382	1.3605
LOW	1.3565
0.618	1.3499
1.000	1.3459
1.618	1.3393
2.618	1.3287
4.250	1.3115

Fisher Pivots for day following 07-Jan-2009
Pivot	1 day	3 day
R1	1.3618	1.3580
PP	1.3597	1.3572
S1	1.3577	1.3564

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

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