CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 17-Feb-2009

Day Change Summary
	Previous	Current
	13-Feb-2009	17-Feb-2009	Change	Change %	Previous Week
Open	1.2860	1.2828	-0.0032	-0.2%	1.2933
High	1.2920	1.2828	-0.0092	-0.7%	1.3072
Low	1.2816	1.2530	-0.0286	-2.2%	1.2720
Close	1.2870	1.2615	-0.0255	-2.0%	1.2870
Range	0.0104	0.0298	0.0194	186.5%	0.0352
ATR	0.0211	0.0221	0.0009	4.3%	0.0000
Volume	1,522	256	-1,266	-83.2%	2,606

Daily Pivots for day following 17-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3552	1.3381	1.2779
R3	1.3254	1.3083	1.2697
R2	1.2956	1.2956	1.2670
R1	1.2785	1.2785	1.2642	1.2722
PP	1.2658	1.2658	1.2658	1.2626
S1	1.2487	1.2487	1.2588	1.2424
S2	1.2360	1.2360	1.2560
S3	1.2062	1.2189	1.2533
S4	1.1764	1.1891	1.2451

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3943	1.3759	1.3064
R3	1.3591	1.3407	1.2967
R2	1.3239	1.3239	1.2935
R1	1.3055	1.3055	1.2902	1.2971
PP	1.2887	1.2887	1.2887	1.2846
S1	1.2703	1.2703	1.2838	1.2619
S2	1.2535	1.2535	1.2805
S3	1.2183	1.2351	1.2773
S4	1.1831	1.1999	1.2676

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3060	1.2530	0.0530	4.2%	0.0197	1.6%	16%	False	True	485
10	1.3072	1.2530	0.0542	4.3%	0.0196	1.6%	16%	False	True	379
20	1.3350	1.2530	0.0820	6.5%	0.0221	1.7%	10%	False	True	315
40	1.4291	1.2530	0.1761	14.0%	0.0208	1.6%	5%	False	True	244

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	0.0040
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.4095
2.618	1.3608
1.618	1.3310
1.000	1.3126
0.618	1.3012
HIGH	1.2828
0.618	1.2714
0.500	1.2679
0.382	1.2644
LOW	1.2530
0.618	1.2346
1.000	1.2232
1.618	1.2048
2.618	1.1750
4.250	1.1264

Fisher Pivots for day following 17-Feb-2009
Pivot	1 day	3 day
R1	1.2679	1.2725
PP	1.2658	1.2688
S1	1.2636	1.2652

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

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