CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	1.2950	1.2838	-0.0112	-0.9%	1.2840
High	1.3060	1.2884	-0.0176	-1.3%	1.3303
Low	1.2810	1.2760	-0.0050	-0.4%	1.2774
Close	1.2845	1.2784	-0.0061	-0.5%	1.2776
Range	0.0250	0.0124	-0.0126	-50.4%	0.0529
ATR	0.0234	0.0226	-0.0008	-3.4%	0.0000
Volume	240	245	5	2.1%	975

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3181	1.3107	1.2852
R3	1.3057	1.2983	1.2818
R2	1.2933	1.2933	1.2807
R1	1.2859	1.2859	1.2795	1.2834
PP	1.2809	1.2809	1.2809	1.2797
S1	1.2735	1.2735	1.2773	1.2710
S2	1.2685	1.2685	1.2761
S3	1.2561	1.2611	1.2750
S4	1.2437	1.2487	1.2716

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	1.3060	1.2694	0.0366	2.9%	0.0181	1.4%	25%	False	False	201
10	1.3303	1.2694	0.0609	4.8%	0.0212	1.7%	15%	False	False	199
20	1.3654	1.2694	0.0960	7.5%	0.0222	1.7%	9%	False	False	280
40	1.4590	1.2694	0.1896	14.8%	0.0224	1.7%	5%	False	False	193

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	0.0069
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.3411
2.618	1.3209
1.618	1.3085
1.000	1.3008
0.618	1.2961
HIGH	1.2884
0.618	1.2837
0.500	1.2822
0.382	1.2807
LOW	1.2760
0.618	1.2683
1.000	1.2636
1.618	1.2559
2.618	1.2435
4.250	1.2233

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	1.2822	1.2910
PP	1.2809	1.2868
S1	1.2797	1.2826

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

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