CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	1.2984	1.2901	-0.0083	-0.6%	1.3350
High	1.3050	1.2990	-0.0060	-0.5%	1.3350
Low	1.2894	1.2751	-0.0143	-1.1%	1.2751
Close	1.2996	1.2957	-0.0039	-0.3%	1.2957
Range	0.0156	0.0239	0.0083	53.2%	0.0599
ATR	0.0245	0.0245	0.0000	0.0%	0.0000
Volume	802	92	-710	-88.5%	1,625

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3616	1.3526	1.3088
R3	1.3377	1.3287	1.3023
R2	1.3138	1.3138	1.3001
R1	1.3048	1.3048	1.2979	1.3093
PP	1.2899	1.2899	1.2899	1.2922
S1	1.2809	1.2809	1.2935	1.2854
S2	1.2660	1.2660	1.2913
S3	1.2421	1.2570	1.2891
S4	1.2182	1.2331	1.2826

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4816	1.4486	1.3286
R3	1.4217	1.3887	1.3122
R2	1.3618	1.3618	1.3067
R1	1.3288	1.3288	1.3012	1.3154
PP	1.3019	1.3019	1.3019	1.2952
S1	1.2689	1.2689	1.2902	1.2555
S2	1.2420	1.2420	1.2847
S3	1.1821	1.2090	1.2792
S4	1.1222	1.1491	1.2628

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3350	1.2751	0.0599	4.6%	0.0285	2.2%	34%	False	True	325
10	1.3353	1.2751	0.0602	4.6%	0.0227	1.7%	34%	False	True	344
20	1.4291	1.2751	0.1540	11.9%	0.0219	1.7%	13%	False	True	220

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	0.0039
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4006
2.618	1.3616
1.618	1.3377
1.000	1.3229
0.618	1.3138
HIGH	1.2990
0.618	1.2899
0.500	1.2871
0.382	1.2842
LOW	1.2751
0.618	1.2603
1.000	1.2512
1.618	1.2364
2.618	1.2125
4.250	1.1735

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	1.2928	1.2938
PP	1.2899	1.2919
S1	1.2871	1.2901

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

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