CME Euro FX Future June 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	1.2662	1.2588	-0.0074	-0.6%	1.2590
High	1.2662	1.2665	0.0003	0.0%	1.2662
Low	1.2662	1.2565	-0.0097	-0.8%	1.2544
Close	1.2662	1.2634	-0.0028	-0.2%	1.2662
Range	0.0000	0.0100	0.0100		0.0118
ATR	0.0107	0.0107	-0.0001	-0.5%	0.0000
Volume	7,130	13,820	6,690	93.8%	27,784

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2921	1.2878	1.2689
R3	1.2821	1.2778	1.2662
R2	1.2721	1.2721	1.2652
R1	1.2678	1.2678	1.2643	1.2700
PP	1.2621	1.2621	1.2621	1.2632
S1	1.2578	1.2578	1.2625	1.2600
S2	1.2521	1.2521	1.2616
S3	1.2421	1.2478	1.2607
S4	1.2321	1.2378	1.2579

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2977	1.2937	1.2727
R3	1.2859	1.2819	1.2694
R2	1.2741	1.2741	1.2684
R1	1.2701	1.2701	1.2673	1.2721
PP	1.2623	1.2623	1.2623	1.2633
S1	1.2583	1.2583	1.2651	1.2603
S2	1.2505	1.2505	1.2640
S3	1.2387	1.2465	1.2630
S4	1.2269	1.2347	1.2597

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2665	1.2544	0.0121	1.0%	0.0020	0.2%	74%	True	False	7,111
10	1.2847	1.2544	0.0303	2.4%	0.0015	0.1%	30%	False	False	5,280
20	1.3010	1.2530	0.0480	3.8%	0.0011	0.1%	22%	False	False	2,930
40	1.3366	1.2530	0.0836	6.6%	0.0012	0.1%	12%	False	False	1,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.3090
2.618	1.2927
1.618	1.2827
1.000	1.2765
0.618	1.2727
HIGH	1.2665
0.618	1.2627
0.500	1.2615
0.382	1.2603
LOW	1.2565
0.618	1.2503
1.000	1.2465
1.618	1.2403
2.618	1.2303
4.250	1.2140

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	1.2628	1.2624
PP	1.2621	1.2614
S1	1.2615	1.2605

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

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