CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	1.3033	1.2881	-0.0152	-1.2%	1.2840
High	1.3151	1.2905	-0.0246	-1.9%	1.3303
Low	1.2932	1.2774	-0.0158	-1.2%	1.2774
Close	1.2939	1.2776	-0.0163	-1.3%	1.2776
Range	0.0219	0.0131	-0.0088	-40.2%	0.0529
ATR	0.0244	0.0238	-0.0006	-2.3%	0.0000
Volume	147	77	-70	-47.6%	975

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3211	1.3125	1.2848
R3	1.3080	1.2994	1.2812
R2	1.2949	1.2949	1.2800
R1	1.2863	1.2863	1.2788	1.2841
PP	1.2818	1.2818	1.2818	1.2807
S1	1.2732	1.2732	1.2764	1.2710
S2	1.2687	1.2687	1.2752
S3	1.2556	1.2601	1.2740
S4	1.2425	1.2470	1.2704

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4538	1.4186	1.3067
R3	1.4009	1.3657	1.2921
R2	1.3480	1.3480	1.2873
R1	1.3128	1.3128	1.2824	1.3040
PP	1.2951	1.2951	1.2951	1.2907
S1	1.2599	1.2599	1.2728	1.2511
S2	1.2422	1.2422	1.2679
S3	1.1893	1.2070	1.2631
S4	1.1364	1.1541	1.2485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3303	1.2774	0.0529	4.1%	0.0220	1.7%	0%	False	True	195
10	1.3350	1.2751	0.0599	4.7%	0.0253	2.0%	4%	False	False	260
20	1.3890	1.2751	0.1139	8.9%	0.0231	1.8%	2%	False	False	263

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0051
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.3462
2.618	1.3248
1.618	1.3117
1.000	1.3036
0.618	1.2986
HIGH	1.2905
0.618	1.2855
0.500	1.2840
0.382	1.2824
LOW	1.2774
0.618	1.2693
1.000	1.2643
1.618	1.2562
2.618	1.2431
4.250	1.2217

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	1.2840	1.3039
PP	1.2818	1.2951
S1	1.2797	1.2864

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

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