CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	1.2901	1.2840	-0.0061	-0.5%	1.3350
High	1.2990	1.3171	0.0181	1.4%	1.3350
Low	1.2751	1.2840	0.0089	0.7%	1.2751
Close	1.2957	1.3112	0.0155	1.2%	1.2957
Range	0.0239	0.0331	0.0092	38.5%	0.0599
ATR	0.0245	0.0251	0.0006	2.5%	0.0000
Volume	92	260	168	182.6%	1,625

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4034	1.3904	1.3294
R3	1.3703	1.3573	1.3203
R2	1.3372	1.3372	1.3173
R1	1.3242	1.3242	1.3142	1.3307
PP	1.3041	1.3041	1.3041	1.3074
S1	1.2911	1.2911	1.3082	1.2976
S2	1.2710	1.2710	1.3051
S3	1.2379	1.2580	1.3021
S4	1.2048	1.2249	1.2930

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%	0.0300	2.3%	60%	False	False	311
10	1.3350	1.2751	0.0599	4.6%	0.0249	1.9%	60%	False	False	362
20	1.4291	1.2751	0.1540	11.7%	0.0235	1.8%	23%	False	False	233

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0036
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4578
2.618	1.4038
1.618	1.3707
1.000	1.3502
0.618	1.3376
HIGH	1.3171
0.618	1.3045
0.500	1.3006
0.382	1.2966
LOW	1.2840
0.618	1.2635
1.000	1.2509
1.618	1.2304
2.618	1.1973
4.250	1.1433

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	1.3077	1.3062
PP	1.3041	1.3011
S1	1.3006	1.2961

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

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