CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	1.2840	1.3199	0.0359	2.8%	1.3350
High	1.3171	1.3300	0.0129	1.0%	1.3350
Low	1.2840	1.3102	0.0262	2.0%	1.2751
Close	1.3112	1.3152	0.0040	0.3%	1.2957
Range	0.0331	0.0198	-0.0133	-40.2%	0.0599
ATR	0.0251	0.0247	-0.0004	-1.5%	0.0000
Volume	260	371	111	42.7%	1,625

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3779	1.3663	1.3261
R3	1.3581	1.3465	1.3206
R2	1.3383	1.3383	1.3188
R1	1.3267	1.3267	1.3170	1.3226
PP	1.3185	1.3185	1.3185	1.3164
S1	1.3069	1.3069	1.3134	1.3028
S2	1.2987	1.2987	1.3116
S3	1.2789	1.2871	1.3098
S4	1.2591	1.2673	1.3043

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	1.3300	1.2751	0.0549	4.2%	0.0234	1.8%	73%	True	False	367
10	1.3350	1.2751	0.0599	4.6%	0.0250	1.9%	67%	False	False	384
20	1.4119	1.2751	0.1368	10.4%	0.0225	1.7%	29%	False	False	251

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	0.0046
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4142
2.618	1.3818
1.618	1.3620
1.000	1.3498
0.618	1.3422
HIGH	1.3300
0.618	1.3224
0.500	1.3201
0.382	1.3178
LOW	1.3102
0.618	1.2980
1.000	1.2904
1.618	1.2782
2.618	1.2584
4.250	1.2261

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	1.3201	1.3110
PP	1.3185	1.3068
S1	1.3168	1.3026

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

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