CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary Previous Current 10-Oct-2008 13-Oct-2008 Change Change % Previous Week Open 1.3484 1.3523 0.0039 0.3% 1.3442 High 1.3484 1.3523 0.0039 0.3% 1.3740 Low 1.3484 1.3523 0.0039 0.3% 1.3450 Close 1.3484 1.3523 0.0039 0.3% 1.3484 Range ATR 0.0157 0.0148 -0.0008 -5.4% 0.0000 Volume 99 158 59 59.6% 2,689
Daily Pivots for day following 13-Oct-2008 Classic Woodie Camarilla DeMark R4 1.3523 1.3523 1.3523 R3 1.3523 1.3523 1.3523 R2 1.3523 1.3523 1.3523 R1 1.3523 1.3523 1.3523 1.3523 PP 1.3523 1.3523 1.3523 1.3523 S1 1.3523 1.3523 1.3523 1.3523 S2 1.3523 1.3523 1.3523 S3 1.3523 1.3523 1.3523 S4 1.3523 1.3523 1.3523	Weekly Pivots for week ending 10-Oct-2008 Classic Woodie Camarilla DeMark R4 1.4428 1.4246 1.3644 R3 1.4138 1.3956 1.3564 R2 1.3848 1.3848 1.3537 R1 1.3666 1.3666 1.3511 1.3757 PP 1.3558 1.3558 1.3558 1.3604 S1 1.3376 1.3376 1.3457 1.3467 S2 1.3268 1.3268 1.3431 S3 1.2978 1.3086 1.3404 S4 1.2688 1.2796 1.3325
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3740 1.3484 0.0256 1.9% 0.0043 0.3% 15% False False 299 10 1.4140 1.3450 0.0690 5.1% 0.0056 0.4% 11% False False 992 20 1.4721 1.3450 0.1271 9.4% 0.0046 0.3% 6% False False 1,829
Crabel Price Patterns NR False 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 0.0012	Fibonacci Retracements and Extensions 4.250 1.3523 2.618 1.3523 1.618 1.3523 1.000 1.3523 0.618 1.3523 HIGH 1.3523 0.618 1.3523 0.500 1.3523 0.382 1.3523 LOW 1.3523 0.618 1.3523 1.000 1.3523 1.618 1.3523 2.618 1.3523 4.250 1.3523
Fisher Pivots for day following 13-Oct-2008 Pivot 1 day 3 day R1 1.3523 1.3612 PP 1.3523 1.3582 S1 1.3523 1.3553

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