CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 19-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	19-Jan-2009	Change	Change %	Previous Week
Open	1.3200	1.3350	0.0150	1.1%	1.3321
High	1.3289	1.3350	0.0061	0.5%	1.3353
Low	1.3144	1.3094	-0.0050	-0.4%	1.2994
Close	1.3192	1.3105	-0.0087	-0.7%	1.3192
Range	0.0145	0.0256	0.0111	76.6%	0.0359
ATR	0.0229	0.0231	0.0002	0.8%	0.0000
Volume	326	326	0	0.0%	1,820

Daily Pivots for day following 19-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3951	1.3784	1.3246
R3	1.3695	1.3528	1.3175
R2	1.3439	1.3439	1.3152
R1	1.3272	1.3272	1.3128	1.3228
PP	1.3183	1.3183	1.3183	1.3161
S1	1.3016	1.3016	1.3082	1.2972
S2	1.2927	1.2927	1.3058
S3	1.2671	1.2760	1.3035
S4	1.2415	1.2504	1.2964

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4257	1.4083	1.3389
R3	1.3898	1.3724	1.3291
R2	1.3539	1.3539	1.3258
R1	1.3365	1.3365	1.3225	1.3273
PP	1.3180	1.3180	1.3180	1.3133
S1	1.3006	1.3006	1.3159	1.2914
S2	1.2821	1.2821	1.3126
S3	1.2462	1.2647	1.3093
S4	1.2103	1.2288	1.2995

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3350	1.2994	0.0356	2.7%	0.0199	1.5%	31%	True	False	412
10	1.3726	1.2994	0.0732	5.6%	0.0197	1.5%	15%	False	False	285
20	1.4291	1.2994	0.1297	9.9%	0.0195	1.5%	9%	False	False	173

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.4438
2.618	1.4020
1.618	1.3764
1.000	1.3606
0.618	1.3508
HIGH	1.3350
0.618	1.3252
0.500	1.3222
0.382	1.3192
LOW	1.3094
0.618	1.2936
1.000	1.2838
1.618	1.2680
2.618	1.2424
4.250	1.2006

Fisher Pivots for day following 19-Jan-2009
Pivot	1 day	3 day
R1	1.3222	1.3172
PP	1.3183	1.3150
S1	1.3144	1.3127

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

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