CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 13-Jan-2009

Day Change Summary
	Previous	Current
	12-Jan-2009	13-Jan-2009	Change	Change %	Previous Week
Open	1.3321	1.3279	-0.0042	-0.3%	1.3890
High	1.3353	1.3279	-0.0074	-0.6%	1.3890
Low	1.3248	1.3087	-0.0161	-1.2%	1.3270
Close	1.3331	1.3122	-0.0209	-1.6%	1.3366
Range	0.0105	0.0192	0.0087	82.9%	0.0620
ATR	0.0238	0.0239	0.0000	0.2%	0.0000
Volume	84	148	64	76.2%	846

Daily Pivots for day following 13-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3739	1.3622	1.3228
R3	1.3547	1.3430	1.3175
R2	1.3355	1.3355	1.3157
R1	1.3238	1.3238	1.3140	1.3201
PP	1.3163	1.3163	1.3163	1.3144
S1	1.3046	1.3046	1.3104	1.3009
S2	1.2971	1.2971	1.3087
S3	1.2779	1.2854	1.3069
S4	1.2587	1.2662	1.3016

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5369	1.4987	1.3707
R3	1.4749	1.4367	1.3537
R2	1.4129	1.4129	1.3480
R1	1.3747	1.3747	1.3423	1.3628
PP	1.3509	1.3509	1.3509	1.3449
S1	1.3127	1.3127	1.3309	1.3008
S2	1.2889	1.2889	1.3252
S3	1.2269	1.2507	1.3196
S4	1.1649	1.1887	1.3025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3726	1.3087	0.0639	4.9%	0.0192	1.5%	5%	False	True	141
10	1.4119	1.3087	0.1032	7.9%	0.0201	1.5%	3%	False	True	118
20	1.4590	1.3087	0.1503	11.5%	0.0234	1.8%	2%	False	True	127

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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4095
2.618	1.3782
1.618	1.3590
1.000	1.3471
0.618	1.3398
HIGH	1.3279
0.618	1.3206
0.500	1.3183
0.382	1.3160
LOW	1.3087
0.618	1.2968
1.000	1.2895
1.618	1.2776
2.618	1.2584
4.250	1.2271

Fisher Pivots for day following 13-Jan-2009
Pivot	1 day	3 day
R1	1.3183	1.3371
PP	1.3163	1.3288
S1	1.3142	1.3205

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

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