CME Euro FX Future June 2009

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Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary Previous Current 07-Jan-2009 08-Jan-2009 Change Change % Previous Week Open 1.3634 1.3661 0.0027 0.2% 1.4034 High 1.3665 1.3661 -0.0004 0.0% 1.4034 Low 1.3560 1.3661 0.0101 0.7% 1.3805 Close 1.3556 1.3661 0.0105 0.8% 1.3798 Range 0.0105 0.0000 -0.0105 -100.0% 0.0229 ATR 0.0123 0.0122 -0.0001 -1.1% 0.0000 Volume 56 168 112 200.0% 121
Daily Pivots for day following 08-Jan-2009 Classic Woodie Camarilla DeMark R4 1.3661 1.3661 1.3661 R3 1.3661 1.3661 1.3661 R2 1.3661 1.3661 1.3661 R1 1.3661 1.3661 1.3661 1.3661 PP 1.3661 1.3661 1.3661 1.3661 S1 1.3661 1.3661 1.3661 1.3661 S2 1.3661 1.3661 1.3661 S3 1.3661 1.3661 1.3661 S4 1.3661 1.3661 1.3661	Weekly Pivots for week ending 02-Jan-2009 Classic Woodie Camarilla DeMark R4 1.4566 1.4411 1.3924 R3 1.4337 1.4182 1.3861 R2 1.4108 1.4108 1.3840 R1 1.3953 1.3953 1.3819 1.3916 PP 1.3879 1.3879 1.3879 1.3861 S1 1.3724 1.3724 1.3777 1.3687 S2 1.3650 1.3650 1.3756 S3 1.3421 1.3495 1.3735 S4 1.3192 1.3266 1.3672
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3900 1.3467 0.0433 3.2% 0.0040 0.3% 45% False False 125 10 1.4034 1.3467 0.0567 4.2% 0.0020 0.1% 34% False False 72
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3661 2.618 1.3661 1.618 1.3661 1.000 1.3661 0.618 1.3661 HIGH 1.3661 0.618 1.3661 0.500 1.3661 0.382 1.3661 LOW 1.3661 0.618 1.3661 1.000 1.3661 1.618 1.3661 2.618 1.3661 4.250 1.3661
Fisher Pivots for day following 08-Jan-2009 Pivot 1 day 3 day R1 1.3661 1.3629 PP 1.3661 1.3598 S1 1.3661 1.3566

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