CME Euro FX 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	1.2615	1.2545	-0.0070	-0.6%	1.3010
High	1.2615	1.2555	-0.0060	-0.5%	1.3010
Low	1.2615	1.2530	-0.0085	-0.7%	1.2765
Close	1.2615	1.2548	-0.0067	-0.5%	1.2870
Range	0.0000	0.0025	0.0025		0.0245
ATR	0.0126	0.0123	-0.0003	-2.3%	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	1.2619	1.2609	1.2562
R3	1.2594	1.2584	1.2555
R2	1.2569	1.2569	1.2553
R1	1.2559	1.2559	1.2550	1.2564
PP	1.2544	1.2544	1.2544	1.2547
S1	1.2534	1.2534	1.2546	1.2539
S2	1.2519	1.2519	1.2543
S3	1.2494	1.2509	1.2541
S4	1.2469	1.2484	1.2534

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3617	1.3488	1.3005
R3	1.3372	1.3243	1.2937
R2	1.3127	1.3127	1.2915
R1	1.2998	1.2998	1.2892	1.2940
PP	1.2882	1.2882	1.2882	1.2853
S1	1.2753	1.2753	1.2848	1.2695
S2	1.2637	1.2637	1.2825
S3	1.2392	1.2508	1.2803
S4	1.2147	1.2263	1.2735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2894	1.2530	0.0364	2.9%	0.0005	0.0%	5%	False	True	714
10	1.3010	1.2530	0.0480	3.8%	0.0003	0.0%	4%	False	True	488
20	1.3152	1.2530	0.0622	5.0%	0.0001	0.0%	3%	False	True	375
40	1.4034	1.2530	0.1504	12.0%	0.0015	0.1%	1%	False	True	268

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	0.0001
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.2661
2.618	1.2620
1.618	1.2595
1.000	1.2580
0.618	1.2570
HIGH	1.2555
0.618	1.2545
0.500	1.2543
0.382	1.2540
LOW	1.2530
0.618	1.2515
1.000	1.2505
1.618	1.2490
2.618	1.2465
4.250	1.2424

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	1.2546	1.2700
PP	1.2544	1.2649
S1	1.2543	1.2599

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

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