CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	1.3350	1.2825	-0.0525	-3.9%	1.3321
High	1.3350	1.3046	-0.0304	-2.3%	1.3353
Low	1.2824	1.2800	-0.0024	-0.2%	1.2994
Close	1.2853	1.2918	0.0065	0.5%	1.3192
Range	0.0526	0.0246	-0.0280	-53.2%	0.0359
ATR	0.0252	0.0252	0.0000	-0.2%	0.0000
Volume	95	310	215	226.3%	1,820

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3659	1.3535	1.3053
R3	1.3413	1.3289	1.2986
R2	1.3167	1.3167	1.2963
R1	1.3043	1.3043	1.2941	1.3105
PP	1.2921	1.2921	1.2921	1.2953
S1	1.2797	1.2797	1.2895	1.2859
S2	1.2675	1.2675	1.2873
S3	1.2429	1.2551	1.2850
S4	1.2183	1.2305	1.2783

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	1.2800	0.0550	4.3%	0.0274	2.1%	21%	False	True	399
10	1.3726	1.2800	0.0926	7.2%	0.0243	1.9%	13%	False	True	297
20	1.4291	1.2800	0.1491	11.5%	0.0205	1.6%	8%	False	True	177

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4092
2.618	1.3690
1.618	1.3444
1.000	1.3292
0.618	1.3198
HIGH	1.3046
0.618	1.2952
0.500	1.2923
0.382	1.2894
LOW	1.2800
0.618	1.2648
1.000	1.2554
1.618	1.2402
2.618	1.2156
4.250	1.1755

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	1.2923	1.3075
PP	1.2921	1.3023
S1	1.2920	1.2970

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

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