CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary Previous Current 14-Oct-2008 15-Oct-2008 Change Change % Previous Week Open 1.3647 1.3498 -0.0149 -1.1% 1.3442 High 1.3647 1.3498 -0.0149 -1.1% 1.3740 Low 1.3647 1.3498 -0.0149 -1.1% 1.3450 Close 1.3647 1.3498 -0.0149 -1.1% 1.3484 Range ATR 0.0147 0.0147 0.0000 0.1% 0.0000 Volume 71 365 294 414.1% 2,689
Daily Pivots for day following 15-Oct-2008 Classic Woodie Camarilla DeMark R4 1.3498 1.3498 1.3498 R3 1.3498 1.3498 1.3498 R2 1.3498 1.3498 1.3498 R1 1.3498 1.3498 1.3498 1.3498 PP 1.3498 1.3498 1.3498 1.3498 S1 1.3498 1.3498 1.3498 1.3498 S2 1.3498 1.3498 1.3498 S3 1.3498 1.3498 1.3498 S4 1.3498 1.3498 1.3498	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% 0.0018 0.1% 5% False False 227 10 1.3870 1.3450 0.0420 3.1% 0.0052 0.4% 11% False False 782 20 1.4721 1.3450 0.1271 9.4% 0.0039 0.3% 4% False False 1,826
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 0.0011	Fibonacci Retracements and Extensions 4.250 1.3498 2.618 1.3498 1.618 1.3498 1.000 1.3498 0.618 1.3498 HIGH 1.3498 0.618 1.3498 0.500 1.3498 0.382 1.3498 LOW 1.3498 0.618 1.3498 1.000 1.3498 1.618 1.3498 2.618 1.3498 4.250 1.3498
Fisher Pivots for day following 15-Oct-2008 Pivot 1 day 3 day R1 1.3498 1.3573 PP 1.3498 1.3548 S1 1.3498 1.3523

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