CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 08-Jan-2009

Day Change Summary
	Previous	Current
	07-Jan-2009	08-Jan-2009	Change	Change %	Previous Week
Open	1.3571	1.3584	0.0013	0.1%	1.4169
High	1.3671	1.3726	0.0055	0.4%	1.4291
Low	1.3565	1.3473	-0.0092	-0.7%	1.3777
Close	1.3556	1.3661	0.0105	0.8%	1.3798
Range	0.0106	0.0253	0.0147	138.7%	0.0514
ATR	0.0242	0.0243	0.0001	0.3%	0.0000
Volume	56	168	112	200.0%	121

Daily Pivots for day following 08-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4379	1.4273	1.3800
R3	1.4126	1.4020	1.3731
R2	1.3873	1.3873	1.3707
R1	1.3767	1.3767	1.3684	1.3820
PP	1.3620	1.3620	1.3620	1.3647
S1	1.3514	1.3514	1.3638	1.3567
S2	1.3367	1.3367	1.3615
S3	1.3114	1.3261	1.3591
S4	1.2861	1.3008	1.3522

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	1.3893	1.3270	0.0623	4.6%	0.0213	1.6%	63%	False	False	125
10	1.4291	1.3270	0.1021	7.5%	0.0187	1.4%	38%	False	False	72
20	1.4590	1.2872	0.1718	12.6%	0.0225	1.6%	46%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4801
2.618	1.4388
1.618	1.4135
1.000	1.3979
0.618	1.3882
HIGH	1.3726
0.618	1.3629
0.500	1.3600
0.382	1.3570
LOW	1.3473
0.618	1.3317
1.000	1.3220
1.618	1.3064
2.618	1.2811
4.250	1.2398

Fisher Pivots for day following 08-Jan-2009
Pivot	1 day	3 day
R1	1.3641	1.3607
PP	1.3620	1.3552
S1	1.3600	1.3498

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

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