CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	1.2856	1.2916	0.0060	0.5%	1.2766
High	1.2959	1.2916	-0.0043	-0.3%	1.3060
Low	1.2825	1.2720	-0.0105	-0.8%	1.2694
Close	1.2894	1.2765	-0.0129	-1.0%	1.2930
Range	0.0134	0.0196	0.0062	46.3%	0.0366
ATR	0.0217	0.0216	-0.0002	-0.7%	0.0000
Volume	272	223	-49	-18.0%	1,171

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3388	1.3273	1.2873
R3	1.3192	1.3077	1.2819
R2	1.2996	1.2996	1.2801
R1	1.2881	1.2881	1.2783	1.2841
PP	1.2800	1.2800	1.2800	1.2780
S1	1.2685	1.2685	1.2747	1.2645
S2	1.2604	1.2604	1.2729
S3	1.2408	1.2489	1.2711
S4	1.2212	1.2293	1.2657

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	1.2720	0.0352	2.8%	0.0193	1.5%	13%	False	True	265
10	1.3072	1.2694	0.0378	3.0%	0.0187	1.5%	19%	False	False	233
20	1.3350	1.2694	0.0656	5.1%	0.0221	1.7%	11%	False	False	259
40	1.4590	1.2694	0.1896	14.9%	0.0218	1.7%	4%	False	False	218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3749
2.618	1.3429
1.618	1.3233
1.000	1.3112
0.618	1.3037
HIGH	1.2916
0.618	1.2841
0.500	1.2818
0.382	1.2795
LOW	1.2720
0.618	1.2599
1.000	1.2524
1.618	1.2403
2.618	1.2207
4.250	1.1887

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	1.2818	1.2890
PP	1.2800	1.2848
S1	1.2783	1.2807

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

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