CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary Previous Current 10-Nov-2008 11-Nov-2008 Change Change % Previous Week Open 1.2706 1.2497 -0.0209 -1.6% 1.2587 High 1.2706 1.2497 -0.0209 -1.6% 1.2939 Low 1.2706 1.2497 -0.0209 -1.6% 1.2587 Close 1.2706 1.2497 -0.0209 -1.6% 1.2699 Range ATR 0.0138 0.0143 0.0005 3.7% 0.0000 Volume 110 346 236 214.5% 2,819
Daily Pivots for day following 11-Nov-2008 Classic Woodie Camarilla DeMark R4 1.2497 1.2497 1.2497 R3 1.2497 1.2497 1.2497 R2 1.2497 1.2497 1.2497 R1 1.2497 1.2497 1.2497 1.2497 PP 1.2497 1.2497 1.2497 1.2497 S1 1.2497 1.2497 1.2497 1.2497 S2 1.2497 1.2497 1.2497 S3 1.2497 1.2497 1.2497 S4 1.2497 1.2497 1.2497	Weekly Pivots for week ending 07-Nov-2008 Classic Woodie Camarilla DeMark R4 1.3798 1.3600 1.2893 R3 1.3446 1.3248 1.2796 R2 1.3094 1.3094 1.2764 R1 1.2896 1.2896 1.2731 1.2995 PP 1.2742 1.2742 1.2742 1.2791 S1 1.2544 1.2544 1.2667 1.2643 S2 1.2390 1.2390 1.2634 S3 1.2038 1.2192 1.2602 S4 1.1686 1.1840 1.2505
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2939 1.2497 0.0442 3.5% 0.0024 0.2% 0% False True 431 10 1.2942 1.2497 0.0445 3.6% 0.0021 0.2% 0% False True 495 20 1.3498 1.2497 0.1001 8.0% 0.0010 0.1% 0% False True 711 40 1.4721 1.2497 0.2224 17.8% 0.0024 0.2% 0% False True 1,269
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 0.0005	Fibonacci Retracements and Extensions 4.250 1.2497 2.618 1.2497 1.618 1.2497 1.000 1.2497 0.618 1.2497 HIGH 1.2497 0.618 1.2497 0.500 1.2497 0.382 1.2497 LOW 1.2497 0.618 1.2497 1.000 1.2497 1.618 1.2497 2.618 1.2497 4.250 1.2497
Fisher Pivots for day following 11-Nov-2008 Pivot 1 day 3 day R1 1.2497 1.2602 PP 1.2497 1.2567 S1 1.2497 1.2532

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