CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	1.2717	1.2620	-0.0097	-0.8%	1.2808
High	1.2733	1.2629	-0.0104	-0.8%	1.2983
Low	1.2609	1.2549	-0.0060	-0.5%	1.2609
Close	1.2695	1.2570	-0.0125	-1.0%	1.2695
Range	0.0124	0.0080	-0.0044	-35.5%	0.0374
ATR	0.0206	0.0201	-0.0004	-2.1%	0.0000
Volume	730	6,046	5,316	728.2%	12,009

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2823	1.2776	1.2614
R3	1.2743	1.2696	1.2592
R2	1.2663	1.2663	1.2585
R1	1.2616	1.2616	1.2577	1.2600
PP	1.2583	1.2583	1.2583	1.2574
S1	1.2536	1.2536	1.2563	1.2520
S2	1.2503	1.2503	1.2555
S3	1.2423	1.2456	1.2548
S4	1.2343	1.2376	1.2526

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3884	1.3664	1.2901
R3	1.3510	1.3290	1.2798
R2	1.3136	1.3136	1.2764
R1	1.2916	1.2916	1.2729	1.2839
PP	1.2762	1.2762	1.2762	1.2724
S1	1.2542	1.2542	1.2661	1.2465
S2	1.2388	1.2388	1.2626
S3	1.2014	1.2168	1.2592
S4	1.1640	1.1794	1.2489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2868	1.2549	0.0319	2.5%	0.0134	1.1%	7%	False	True	3,448
10	1.2983	1.2512	0.0471	3.7%	0.0189	1.5%	12%	False	False	2,045
20	1.3072	1.2512	0.0560	4.5%	0.0187	1.5%	10%	False	False	1,211
40	1.3890	1.2512	0.1378	11.0%	0.0209	1.7%	4%	False	False	737

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0033
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	1.2969
2.618	1.2838
1.618	1.2758
1.000	1.2709
0.618	1.2678
HIGH	1.2629
0.618	1.2598
0.500	1.2589
0.382	1.2580
LOW	1.2549
0.618	1.2500
1.000	1.2469
1.618	1.2420
2.618	1.2340
4.250	1.2209

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	1.2589	1.2675
PP	1.2583	1.2640
S1	1.2576	1.2605

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

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