CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	19-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	1.3350	1.3350	0.0000	0.0%	1.3321
High	1.3350	1.3350	0.0000	0.0%	1.3353
Low	1.3094	1.2824	-0.0270	-2.1%	1.2994
Close	1.3105	1.2853	-0.0252	-1.9%	1.3192
Range	0.0256	0.0526	0.0270	105.5%	0.0359
ATR	0.0231	0.0252	0.0021	9.1%	0.0000
Volume	326	95	-231	-70.9%	1,820

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4587	1.4246	1.3142
R3	1.4061	1.3720	1.2998
R2	1.3535	1.3535	1.2949
R1	1.3194	1.3194	1.2901	1.3102
PP	1.3009	1.3009	1.3009	1.2963
S1	1.2668	1.2668	1.2805	1.2576
S2	1.2483	1.2483	1.2757
S3	1.1957	1.2142	1.2708
S4	1.1431	1.1616	1.2564

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	1.2824	0.0526	4.1%	0.0266	2.1%	6%	True	True	401
10	1.3726	1.2824	0.0902	7.0%	0.0229	1.8%	3%	False	True	271
20	1.4291	1.2824	0.1467	11.4%	0.0199	1.6%	2%	False	True	174

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1.5586
2.618	1.4727
1.618	1.4201
1.000	1.3876
0.618	1.3675
HIGH	1.3350
0.618	1.3149
0.500	1.3087
0.382	1.3025
LOW	1.2824
0.618	1.2499
1.000	1.2298
1.618	1.1973
2.618	1.1447
4.250	1.0589

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	1.3087	1.3087
PP	1.3009	1.3009
S1	1.2931	1.2931

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

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