CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary Previous Current 07-Oct-2008 08-Oct-2008 Change Change % Previous Week Open 1.3635 1.3711 0.0076 0.6% 1.4466 High 1.3700 1.3711 0.0011 0.1% 1.4480 Low 1.3575 1.3711 0.0136 1.0% 1.3680 Close 1.3635 1.3711 0.0076 0.6% 1.3808 Range 0.0125 0.0000 -0.0125 -100.0% 0.0800 ATR 0.0164 0.0158 -0.0006 -3.8% 0.0000 Volume 322 472 150 46.6% 16,541
Daily Pivots for day following 08-Oct-2008 Classic Woodie Camarilla DeMark R4 1.3711 1.3711 1.3711 R3 1.3711 1.3711 1.3711 R2 1.3711 1.3711 1.3711 R1 1.3711 1.3711 1.3711 1.3711 PP 1.3711 1.3711 1.3711 1.3711 S1 1.3711 1.3711 1.3711 1.3711 S2 1.3711 1.3711 1.3711 S3 1.3711 1.3711 1.3711 S4 1.3711 1.3711 1.3711	Weekly Pivots for week ending 03-Oct-2008 Classic Woodie Camarilla DeMark R4 1.6389 1.5899 1.4248 R3 1.5589 1.5099 1.4028 R2 1.4789 1.4789 1.3955 R1 1.4299 1.4299 1.3881 1.4144 PP 1.3989 1.3989 1.3989 1.3912 S1 1.3499 1.3499 1.3735 1.3344 S2 1.3189 1.3189 1.3661 S3 1.2389 1.2699 1.3588 S4 1.1589 1.1899 1.3368
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3870 1.3450 0.0420 3.1% 0.0085 0.6% 62% False False 1,338 10 1.4596 1.3450 0.1146 8.4% 0.0058 0.4% 23% False False 3,057 20 1.4721 1.3450 0.1271 9.3% 0.0042 0.3% 21% False False 1,799
Crabel Price Patterns NR True NR4 True 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 0.0012 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.3711 2.618 1.3711 1.618 1.3711 1.000 1.3711 0.618 1.3711 HIGH 1.3711 0.618 1.3711 0.500 1.3711 0.382 1.3711 LOW 1.3711 0.618 1.3711 1.000 1.3711 1.618 1.3711 2.618 1.3711 4.250 1.3711
Fisher Pivots for day following 08-Oct-2008 Pivot 1 day 3 day R1 1.3711 1.3668 PP 1.3711 1.3624 S1 1.3711 1.3581

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