CME Euro FX Future June 2009

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Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary Previous Current 12-Jan-2009 13-Jan-2009 Change Change % Previous Week Open 1.3292 1.3122 -0.0170 -1.3% 1.3548 High 1.3355 1.3122 -0.0233 -1.7% 1.3665 Low 1.3250 1.3122 -0.0128 -1.0% 1.3366 Close 1.3331 1.3122 -0.0209 -1.6% 1.3366 Range 0.0105 0.0000 -0.0105 -100.0% 0.0299 ATR 0.0133 0.0138 0.0005 4.1% 0.0000 Volume 84 148 64 76.2% 846
Daily Pivots for day following 13-Jan-2009 Classic Woodie Camarilla DeMark R4 1.3122 1.3122 1.3122 R3 1.3122 1.3122 1.3122 R2 1.3122 1.3122 1.3122 R1 1.3122 1.3122 1.3122 1.3122 PP 1.3122 1.3122 1.3122 1.3122 S1 1.3122 1.3122 1.3122 1.3122 S2 1.3122 1.3122 1.3122 S3 1.3122 1.3122 1.3122 S4 1.3122 1.3122 1.3122	Weekly Pivots for week ending 09-Jan-2009 Classic Woodie Camarilla DeMark R4 1.4363 1.4163 1.3530 R3 1.4064 1.3864 1.3448 R2 1.3765 1.3765 1.3421 R1 1.3565 1.3565 1.3393 1.3516 PP 1.3466 1.3466 1.3466 1.3441 S1 1.3266 1.3266 1.3339 1.3217 S2 1.3167 1.3167 1.3311 S3 1.2868 1.2967 1.3284 S4 1.2569 1.2668 1.3202
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3665 1.3122 0.0543 4.1% 0.0042 0.3% 0% False True 141 10 1.4028 1.3122 0.0906 6.9% 0.0031 0.2% 0% False True 118
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 0.0007 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3122 2.618 1.3122 1.618 1.3122 1.000 1.3122 0.618 1.3122 HIGH 1.3122 0.618 1.3122 0.500 1.3122 0.382 1.3122 LOW 1.3122 0.618 1.3122 1.000 1.3122 1.618 1.3122 2.618 1.3122 4.250 1.3122
Fisher Pivots for day following 13-Jan-2009 Pivot 1 day 3 day R1 1.3122 1.3244 PP 1.3122 1.3203 S1 1.3122 1.3163

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