CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary Previous Current 20-Oct-2008 21-Oct-2008 Change Change % Previous Week Open 1.3273 1.3080 -0.0193 -1.5% 1.3523 High 1.3273 1.3080 -0.0193 -1.5% 1.3647 Low 1.3273 1.3080 -0.0193 -1.5% 1.3390 Close 1.3273 1.3080 -0.0193 -1.5% 1.3390 Range ATR 0.0133 0.0137 0.0004 3.3% 0.0000 Volume 828 1,781 953 115.1% 4,535
Daily Pivots for day following 21-Oct-2008 Classic Woodie Camarilla DeMark R4 1.3080 1.3080 1.3080 R3 1.3080 1.3080 1.3080 R2 1.3080 1.3080 1.3080 R1 1.3080 1.3080 1.3080 1.3080 PP 1.3080 1.3080 1.3080 1.3080 S1 1.3080 1.3080 1.3080 1.3080 S2 1.3080 1.3080 1.3080 S3 1.3080 1.3080 1.3080 S4 1.3080 1.3080 1.3080	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 1.3498 1.3080 0.0418 3.2% 0.0000 0.0% 0% False True 1,383 10 1.3740 1.3080 0.0660 5.0% 0.0009 0.1% 0% False True 816 20 1.4685 1.3080 0.1605 12.3% 0.0039 0.3% 0% False True 1,923
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 0.0002	Fibonacci Retracements and Extensions 4.250 1.3080 2.618 1.3080 1.618 1.3080 1.000 1.3080 0.618 1.3080 HIGH 1.3080 0.618 1.3080 0.500 1.3080 0.382 1.3080 LOW 1.3080 0.618 1.3080 1.000 1.3080 1.618 1.3080 2.618 1.3080 4.250 1.3080
Fisher Pivots for day following 21-Oct-2008 Pivot 1 day 3 day R1 1.3080 1.3235 PP 1.3080 1.3183 S1 1.3080 1.3132

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