CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	1.3199	1.3200	0.0001	0.0%	1.3350
High	1.3300	1.3303	0.0003	0.0%	1.3350
Low	1.3102	1.3080	-0.0022	-0.2%	1.2751
Close	1.3152	1.3111	-0.0041	-0.3%	1.2957
Range	0.0198	0.0223	0.0025	12.6%	0.0599
ATR	0.0247	0.0246	-0.0002	-0.7%	0.0000
Volume	371	120	-251	-67.7%	1,625

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3834	1.3695	1.3234
R3	1.3611	1.3472	1.3172
R2	1.3388	1.3388	1.3152
R1	1.3249	1.3249	1.3131	1.3207
PP	1.3165	1.3165	1.3165	1.3144
S1	1.3026	1.3026	1.3091	1.2984
S2	1.2942	1.2942	1.3070
S3	1.2719	1.2803	1.3050
S4	1.2496	1.2580	1.2988

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	1.3303	1.2751	0.0552	4.2%	0.0229	1.7%	65%	True	False	329
10	1.3350	1.2751	0.0599	4.6%	0.0252	1.9%	60%	False	False	364
20	1.4000	1.2751	0.1249	9.5%	0.0231	1.8%	29%	False	False	254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0053
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4251
2.618	1.3887
1.618	1.3664
1.000	1.3526
0.618	1.3441
HIGH	1.3303
0.618	1.3218
0.500	1.3192
0.382	1.3165
LOW	1.3080
0.618	1.2942
1.000	1.2857
1.618	1.2719
2.618	1.2496
4.250	1.2132

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	1.3192	1.3098
PP	1.3165	1.3085
S1	1.3138	1.3072

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

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