CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary Previous Current 17-Oct-2008 20-Oct-2008 Change Change % Previous Week Open 1.3390 1.3273 -0.0117 -0.9% 1.3523 High 1.3390 1.3273 -0.0117 -0.9% 1.3647 Low 1.3390 1.3273 -0.0117 -0.9% 1.3390 Close 1.3390 1.3273 -0.0117 -0.9% 1.3390 Range ATR 0.0134 0.0133 -0.0001 -0.9% 0.0000 Volume 767 828 61 8.0% 4,535
Daily Pivots for day following 20-Oct-2008 Classic Woodie Camarilla DeMark R4 1.3273 1.3273 1.3273 R3 1.3273 1.3273 1.3273 R2 1.3273 1.3273 1.3273 R1 1.3273 1.3273 1.3273 1.3273 PP 1.3273 1.3273 1.3273 1.3273 S1 1.3273 1.3273 1.3273 1.3273 S2 1.3273 1.3273 1.3273 S3 1.3273 1.3273 1.3273 S4 1.3273 1.3273 1.3273	Weekly Pivots for week ending 17-Oct-2008 Classic Woodie Camarilla DeMark R4 1.4247 1.4075 1.3531 R3 1.3990 1.3818 1.3461 R2 1.3733 1.3733 1.3437 R1 1.3561 1.3561 1.3414 1.3519 PP 1.3476 1.3476 1.3476 1.3454 S1 1.3304 1.3304 1.3366 1.3262 S2 1.3219 1.3219 1.3343 S3 1.2962 1.3047 1.3319 S4 1.2705 1.2790 1.3249
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3647 1.3273 0.0374 2.8% 0.0000 0.0% 0% False True 1,041 10 1.3740 1.3273 0.0467 3.5% 0.0022 0.2% 0% False True 670 20 1.4685 1.3273 0.1412 10.6% 0.0039 0.3% 0% False True 1,964
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 0.0008	Fibonacci Retracements and Extensions 4.250 1.3273 2.618 1.3273 1.618 1.3273 1.000 1.3273 0.618 1.3273 HIGH 1.3273 0.618 1.3273 0.500 1.3273 0.382 1.3273 LOW 1.3273 0.618 1.3273 1.000 1.3273 1.618 1.3273 2.618 1.3273 4.250 1.3273
Fisher Pivots for day following 20-Oct-2008 Pivot 1 day 3 day R1 1.3273 1.3342 PP 1.3273 1.3319 S1 1.3273 1.3296

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