CME Euro FX Future June 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	1.2825	1.2893	0.0068	0.5%	1.2588
High	1.2880	1.2930	0.0050	0.4%	1.2930
Low	1.2750	1.2875	0.0125	1.0%	1.2565
Close	1.2864	1.2901	0.0037	0.3%	1.2901
Range	0.0130	0.0055	-0.0075	-57.7%	0.0365
ATR	0.0118	0.0115	-0.0004	-3.2%	0.0000
Volume	88,840	186,996	98,156	110.5%	375,447

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3067	1.3039	1.2931
R3	1.3012	1.2984	1.2916
R2	1.2957	1.2957	1.2911
R1	1.2929	1.2929	1.2906	1.2943
PP	1.2902	1.2902	1.2902	1.2909
S1	1.2874	1.2874	1.2896	1.2888
S2	1.2847	1.2847	1.2891
S3	1.2792	1.2819	1.2886
S4	1.2737	1.2764	1.2871

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3894	1.3762	1.3102
R3	1.3529	1.3397	1.3001
R2	1.3164	1.3164	1.2968
R1	1.3032	1.3032	1.2934	1.3098
PP	1.2799	1.2799	1.2799	1.2832
S1	1.2667	1.2667	1.2868	1.2733
S2	1.2434	1.2434	1.2834
S3	1.2069	1.2302	1.2801
S4	1.1704	1.1937	1.2700

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2930	1.2565	0.0365	2.8%	0.0099	0.8%	92%	True	False	75,089
10	1.2930	1.2544	0.0386	3.0%	0.0055	0.4%	92%	True	False	40,323
20	1.2930	1.2530	0.0400	3.1%	0.0031	0.2%	93%	True	False	20,957
40	1.3192	1.2530	0.0662	5.1%	0.0020	0.2%	56%	False	False	10,623

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3164
2.618	1.3074
1.618	1.3019
1.000	1.2985
0.618	1.2964
HIGH	1.2930
0.618	1.2909
0.500	1.2903
0.382	1.2896
LOW	1.2875
0.618	1.2841
1.000	1.2820
1.618	1.2786
2.618	1.2731
4.250	1.2641

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	1.2903	1.2881
PP	1.2902	1.2860
S1	1.2902	1.2840

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

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