CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 18-Feb-2009

Day Change Summary
	Previous	Current
	17-Feb-2009	18-Feb-2009	Change	Change %	Previous Week
Open	1.2828	1.2600	-0.0228	-1.8%	1.2933
High	1.2828	1.2630	-0.0198	-1.5%	1.3072
Low	1.2530	1.2512	-0.0018	-0.1%	1.2720
Close	1.2615	1.2548	-0.0067	-0.5%	1.2870
Range	0.0298	0.0118	-0.0180	-60.4%	0.0352
ATR	0.0221	0.0213	-0.0007	-3.3%	0.0000
Volume	256	1,301	1,045	408.2%	2,606

Daily Pivots for day following 18-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2917	1.2851	1.2613
R3	1.2799	1.2733	1.2580
R2	1.2681	1.2681	1.2570
R1	1.2615	1.2615	1.2559	1.2589
PP	1.2563	1.2563	1.2563	1.2551
S1	1.2497	1.2497	1.2537	1.2471
S2	1.2445	1.2445	1.2526
S3	1.2327	1.2379	1.2516
S4	1.2209	1.2261	1.2483

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	1.2959	1.2512	0.0447	3.6%	0.0170	1.4%	8%	False	True	714
10	1.3072	1.2512	0.0560	4.5%	0.0186	1.5%	6%	False	True	488
20	1.3303	1.2512	0.0791	6.3%	0.0200	1.6%	5%	False	True	375
40	1.4291	1.2512	0.1779	14.2%	0.0200	1.6%	2%	False	True	275

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3132
2.618	1.2939
1.618	1.2821
1.000	1.2748
0.618	1.2703
HIGH	1.2630
0.618	1.2585
0.500	1.2571
0.382	1.2557
LOW	1.2512
0.618	1.2439
1.000	1.2394
1.618	1.2321
2.618	1.2203
4.250	1.2011

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	1.2571	1.2716
PP	1.2563	1.2660
S1	1.2556	1.2604

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

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