CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 09-Feb-2009

Day Change Summary
	Previous	Current
	06-Feb-2009	09-Feb-2009	Change	Change %	Previous Week
Open	1.2785	1.2933	0.0148	1.2%	1.2766
High	1.2977	1.3072	0.0095	0.7%	1.3060
Low	1.2771	1.2892	0.0121	0.9%	1.2694
Close	1.2930	1.3010	0.0080	0.6%	1.2930
Range	0.0206	0.0180	-0.0026	-12.6%	0.0366
ATR	0.0225	0.0222	-0.0003	-1.4%	0.0000
Volume	241	437	196	81.3%	1,171

Daily Pivots for day following 09-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3531	1.3451	1.3109
R3	1.3351	1.3271	1.3060
R2	1.3171	1.3171	1.3043
R1	1.3091	1.3091	1.3027	1.3131
PP	1.2991	1.2991	1.2991	1.3012
S1	1.2911	1.2911	1.2994	1.2951
S2	1.2811	1.2811	1.2977
S3	1.2631	1.2731	1.2961
S4	1.2451	1.2551	1.2911

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3993	1.3827	1.3131
R3	1.3627	1.3461	1.3031
R2	1.3261	1.3261	1.2997
R1	1.3095	1.3095	1.2964	1.3178
PP	1.2895	1.2895	1.2895	1.2936
S1	1.2729	1.2729	1.2896	1.2812
S2	1.2529	1.2529	1.2863
S3	1.2163	1.2363	1.2829
S4	1.1797	1.1997	1.2729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3072	1.2760	0.0312	2.4%	0.0195	1.5%	80%	True	False	274
10	1.3303	1.2694	0.0609	4.7%	0.0193	1.5%	52%	False	False	232
20	1.3350	1.2694	0.0656	5.0%	0.0221	1.7%	48%	False	False	297
40	1.4590	1.2694	0.1896	14.6%	0.0224	1.7%	17%	False	False	209

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0066
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3837
2.618	1.3543
1.618	1.3363
1.000	1.3252
0.618	1.3183
HIGH	1.3072
0.618	1.3003
0.500	1.2982
0.382	1.2961
LOW	1.2892
0.618	1.2781
1.000	1.2712
1.618	1.2601
2.618	1.2421
4.250	1.2127

Fisher Pivots for day following 09-Feb-2009
Pivot	1 day	3 day
R1	1.3001	1.2979
PP	1.2991	1.2947
S1	1.2982	1.2916

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

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