CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	1.2840	1.2724	-0.0116	-0.9%	1.2828
High	1.2866	1.2800	-0.0066	-0.5%	1.2876
Low	1.2687	1.2690	0.0003	0.0%	1.2512
Close	1.2709	1.2746	0.0037	0.3%	1.2834
Range	0.0179	0.0110	-0.0069	-38.5%	0.0364
ATR	0.0219	0.0211	-0.0008	-3.6%	0.0000
Volume	8,871	1,020	-7,851	-88.5%	2,397

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3075	1.3021	1.2807
R3	1.2965	1.2911	1.2776
R2	1.2855	1.2855	1.2766
R1	1.2801	1.2801	1.2756	1.2828
PP	1.2745	1.2745	1.2745	1.2759
S1	1.2691	1.2691	1.2736	1.2718
S2	1.2635	1.2635	1.2726
S3	1.2525	1.2581	1.2716
S4	1.2415	1.2471	1.2686

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3833	1.3697	1.3034
R3	1.3469	1.3333	1.2934
R2	1.3105	1.3105	1.2901
R1	1.2969	1.2969	1.2867	1.3037
PP	1.2741	1.2741	1.2741	1.2775
S1	1.2605	1.2605	1.2801	1.2673
S2	1.2377	1.2377	1.2767
S3	1.2013	1.2241	1.2734
S4	1.1649	1.1877	1.2634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2983	1.2556	0.0427	3.4%	0.0216	1.7%	44%	False	False	2,323
10	1.2983	1.2512	0.0471	3.7%	0.0198	1.6%	50%	False	False	1,542
20	1.3151	1.2512	0.0639	5.0%	0.0194	1.5%	37%	False	False	883
40	1.4000	1.2512	0.1488	11.7%	0.0212	1.7%	16%	False	False	569

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3268
2.618	1.3088
1.618	1.2978
1.000	1.2910
0.618	1.2868
HIGH	1.2800
0.618	1.2758
0.500	1.2745
0.382	1.2732
LOW	1.2690
0.618	1.2622
1.000	1.2580
1.618	1.2512
2.618	1.2402
4.250	1.2223

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	1.2746	1.2778
PP	1.2745	1.2767
S1	1.2745	1.2757

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

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