CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary Previous Current 04-Nov-2008 05-Nov-2008 Change Change % Previous Week Open 1.2900 1.2939 0.0039 0.3% 1.2523 High 1.2900 1.2939 0.0039 0.3% 1.2942 Low 1.2900 1.2939 0.0039 0.3% 1.2523 Close 1.2900 1.2939 0.0039 0.3% 1.2724 Range ATR 0.0160 0.0151 -0.0009 -5.4% 0.0000 Volume 658 965 307 46.7% 3,112
Daily Pivots for day following 05-Nov-2008 Classic Woodie Camarilla DeMark R4 1.2939 1.2939 1.2939 R3 1.2939 1.2939 1.2939 R2 1.2939 1.2939 1.2939 R1 1.2939 1.2939 1.2939 1.2939 PP 1.2939 1.2939 1.2939 1.2939 S1 1.2939 1.2939 1.2939 1.2939 S2 1.2939 1.2939 1.2939 S3 1.2939 1.2939 1.2939 S4 1.2939 1.2939 1.2939	Weekly Pivots for week ending 31-Oct-2008 Classic Woodie Camarilla DeMark R4 1.3987 1.3774 1.2954 R3 1.3568 1.3355 1.2839 R2 1.3149 1.3149 1.2801 R1 1.2936 1.2936 1.2762 1.3043 PP 1.2730 1.2730 1.2730 1.2783 S1 1.2517 1.2517 1.2686 1.2624 S2 1.2311 1.2311 1.2647 S3 1.1892 1.2098 1.2609 S4 1.1473 1.1679 1.2494
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2942 1.2587 0.0355 2.7% 0.0017 0.1% 99% False False 630 10 1.2942 1.2523 0.0419 3.2% 0.0009 0.1% 99% False False 596 20 1.3740 1.2523 0.1217 9.4% 0.0009 0.1% 34% False False 690 40 1.4721 1.2523 0.2198 17.0% 0.0025 0.2% 19% False False 1,245
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 0.0003	Fibonacci Retracements and Extensions 4.250 1.2939 2.618 1.2939 1.618 1.2939 1.000 1.2939 0.618 1.2939 HIGH 1.2939 0.618 1.2939 0.500 1.2939 0.382 1.2939 LOW 1.2939 0.618 1.2939 1.000 1.2939 1.618 1.2939 2.618 1.2939 4.250 1.2939
Fisher Pivots for day following 05-Nov-2008 Pivot 1 day 3 day R1 1.2939 1.2880 PP 1.2939 1.2822 S1 1.2939 1.2763

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