CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary Previous Current 18-Nov-2008 19-Nov-2008 Change Change % Previous Week Open 1.2545 1.2572 0.0027 0.2% 1.2706 High 1.2545 1.2572 0.0027 0.2% 1.2765 Low 1.2545 1.2572 0.0027 0.2% 1.2435 Close 1.2545 1.2572 0.0027 0.2% 1.2765 Range ATR 0.0137 0.0130 -0.0008 -5.7% 0.0000 Volume 648 576 -72 -11.1% 2,529
Daily Pivots for day following 19-Nov-2008 Classic Woodie Camarilla DeMark R4 1.2572 1.2572 1.2572 R3 1.2572 1.2572 1.2572 R2 1.2572 1.2572 1.2572 R1 1.2572 1.2572 1.2572 1.2572 PP 1.2572 1.2572 1.2572 1.2572 S1 1.2572 1.2572 1.2572 1.2572 S2 1.2572 1.2572 1.2572 S3 1.2572 1.2572 1.2572 S4 1.2572 1.2572 1.2572	Weekly Pivots for week ending 14-Nov-2008 Classic Woodie Camarilla DeMark R4 1.3645 1.3535 1.2947 R3 1.3315 1.3205 1.2856 R2 1.2985 1.2985 1.2826 R1 1.2875 1.2875 1.2795 1.2930 PP 1.2655 1.2655 1.2655 1.2683 S1 1.2545 1.2545 1.2735 1.2600 S2 1.2325 1.2325 1.2705 S3 1.1995 1.2215 1.2674 S4 1.1665 1.1885 1.2584
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2765 1.2460 0.0305 2.4% 0.0045 0.4% 37% False False 710 10 1.2805 1.2435 0.0370 2.9% 0.0043 0.3% 37% False False 499 20 1.2942 1.2435 0.0507 4.0% 0.0026 0.2% 27% False False 547 40 1.4596 1.2435 0.2161 17.2% 0.0030 0.2% 6% False False 1,234
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 0.0007	Fibonacci Retracements and Extensions 4.250 1.2572 2.618 1.2572 1.618 1.2572 1.000 1.2572 0.618 1.2572 HIGH 1.2572 0.618 1.2572 0.500 1.2572 0.382 1.2572 LOW 1.2572 0.618 1.2572 1.000 1.2572 1.618 1.2572 2.618 1.2572 4.250 1.2572
Fisher Pivots for day following 19-Nov-2008 Pivot 1 day 3 day R1 1.2572 1.2597 PP 1.2572 1.2589 S1 1.2572 1.2580

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