CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary Previous Current 29-Oct-2008 30-Oct-2008 Change Change % Previous Week Open 1.2824 1.2942 0.0118 0.9% 1.3273 High 1.2824 1.2942 0.0118 0.9% 1.3273 Low 1.2824 1.2942 0.0118 0.9% 1.2599 Close 1.2824 1.2942 0.0118 0.9% 1.2599 Range ATR 0.0139 0.0138 -0.0002 -1.1% 0.0000 Volume 610 529 -81 -13.3% 3,544
Daily Pivots for day following 30-Oct-2008 Classic Woodie Camarilla DeMark R4 1.2942 1.2942 1.2942 R3 1.2942 1.2942 1.2942 R2 1.2942 1.2942 1.2942 R1 1.2942 1.2942 1.2942 1.2942 PP 1.2942 1.2942 1.2942 1.2942 S1 1.2942 1.2942 1.2942 1.2942 S2 1.2942 1.2942 1.2942 S3 1.2942 1.2942 1.2942 S4 1.2942 1.2942 1.2942	Weekly Pivots for week ending 24-Oct-2008 Classic Woodie Camarilla DeMark R4 1.4846 1.4396 1.2970 R3 1.4172 1.3722 1.2784 R2 1.3498 1.3498 1.2723 R1 1.3048 1.3048 1.2661 1.2936 PP 1.2824 1.2824 1.2824 1.2768 S1 1.2374 1.2374 1.2537 1.2262 S2 1.2150 1.2150 1.2475 S3 1.1476 1.1700 1.2414 S4 1.0802 1.1026 1.2228
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2942 1.2523 0.0419 3.2% 0.0000 0.0% 100% True False 599 10 1.3390 1.2523 0.0867 6.7% 0.0000 0.0% 48% False False 688 20 1.3870 1.2523 0.1347 10.4% 0.0026 0.2% 31% False False 818 40 1.4721 1.2523 0.2198 17.0% 0.0023 0.2% 19% False False 1,181
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 0.0000	Fibonacci Retracements and Extensions 4.250 1.2942 2.618 1.2942 1.618 1.2942 1.000 1.2942 0.618 1.2942 HIGH 1.2942 0.618 1.2942 0.500 1.2942 0.382 1.2942 LOW 1.2942 0.618 1.2942 1.000 1.2942 1.618 1.2942 2.618 1.2942 4.250 1.2942
Fisher Pivots for day following 30-Oct-2008 Pivot 1 day 3 day R1 1.2942 1.2884 PP 1.2942 1.2826 S1 1.2942 1.2768

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