CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 04-Feb-2009

Day Change Summary
	Previous	Current
	03-Feb-2009	04-Feb-2009	Change	Change %	Previous Week
Open	1.2847	1.2950	0.0103	0.8%	1.2840
High	1.3015	1.3060	0.0045	0.3%	1.3303
Low	1.2800	1.2810	0.0010	0.1%	1.2774
Close	1.2997	1.2845	-0.0152	-1.2%	1.2776
Range	0.0215	0.0250	0.0035	16.3%	0.0529
ATR	0.0233	0.0234	0.0001	0.5%	0.0000
Volume	210	240	30	14.3%	975

Daily Pivots for day following 04-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3655	1.3500	1.2983
R3	1.3405	1.3250	1.2914
R2	1.3155	1.3155	1.2891
R1	1.3000	1.3000	1.2868	1.2953
PP	1.2905	1.2905	1.2905	1.2881
S1	1.2750	1.2750	1.2822	1.2703
S2	1.2655	1.2655	1.2799
S3	1.2405	1.2500	1.2776
S4	1.2155	1.2250	1.2708

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	1.3151	1.2694	0.0457	3.6%	0.0200	1.6%	33%	False	False	181
10	1.3303	1.2694	0.0609	4.7%	0.0215	1.7%	25%	False	False	255
20	1.3726	1.2694	0.1032	8.0%	0.0229	1.8%	15%	False	False	276
40	1.4590	1.2694	0.1896	14.8%	0.0225	1.7%	8%	False	False	187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0071
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.4123
2.618	1.3715
1.618	1.3465
1.000	1.3310
0.618	1.3215
HIGH	1.3060
0.618	1.2965
0.500	1.2935
0.382	1.2906
LOW	1.2810
0.618	1.2656
1.000	1.2560
1.618	1.2406
2.618	1.2156
4.250	1.1748

Fisher Pivots for day following 04-Feb-2009
Pivot	1 day	3 day
R1	1.2935	1.2877
PP	1.2905	1.2866
S1	1.2875	1.2856

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

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