The invention relates to the structures of proton exchange membranes with different molecular permeabilities, especially to the proton exchange membranes suitable for the applications in Direct Methanol Fuel Cell (DMFC) and with the function of recovering water from the cathode. The polymeric structures are the designs of phase separated structures of the crystalline phase and the amorphous phases, thereby limiting the swelling of the materials and the space of ionic cluster structures in nano-scale to reduce the permeability of methanol fuels On the other hand, by controlling of polymeric grafting reactions result in the reverse (from the cathode to the anode) permeability of the product water molecules on the cathode in the proton exchange materials greater than the permeability of methanol molecules in the fuels (from the anode to the cathode) due to the differences of fuel concentrations between the cathode and the anode of DMFC. Hence, it has the function of recovering water of the cathode and does not have the over-permeable phenomena as seen in methanol molecule.