CME Euro FX Future June 2009

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Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary Previous Current 03-Feb-2009 04-Feb-2009 Change Change % Previous Week Open 1.2997 1.2845 -0.0152 -1.2% 1.3112 High 1.2997 1.2845 -0.0152 -1.2% 1.3152 Low 1.2997 1.2845 -0.0152 -1.2% 1.2776 Close 1.2997 1.2845 -0.0152 -1.2% 1.2776 Range ATR 0.0122 0.0124 0.0002 1.8% 0.0000 Volume 210 240 30 14.3% 975
Daily Pivots for day following 04-Feb-2009 Classic Woodie Camarilla DeMark R4 1.2845 1.2845 1.2845 R3 1.2845 1.2845 1.2845 R2 1.2845 1.2845 1.2845 R1 1.2845 1.2845 1.2845 1.2845 PP 1.2845 1.2845 1.2845 1.2845 S1 1.2845 1.2845 1.2845 1.2845 S2 1.2845 1.2845 1.2845 S3 1.2845 1.2845 1.2845 S4 1.2845 1.2845 1.2845	Weekly Pivots for week ending 30-Jan-2009 Classic Woodie Camarilla DeMark R4 1.4029 1.3779 1.2983 R3 1.3653 1.3403 1.2879 R2 1.3277 1.3277 1.2845 R1 1.3027 1.3027 1.2810 1.2964 PP 1.2901 1.2901 1.2901 1.2870 S1 1.2651 1.2651 1.2742 1.2588 S2 1.2525 1.2525 1.2707 S3 1.2149 1.2275 1.2673 S4 1.1773 1.1899 1.2569
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2997 1.2776 0.0221 1.7% 0.0000 0.0% 31% False False 181 10 1.3152 1.2776 0.0376 2.9% 0.0000 0.0% 18% False False 255 20 1.3665 1.2776 0.0889 6.9% 0.0019 0.1% 8% False False 262
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 1.2845 2.618 1.2845 1.618 1.2845 1.000 1.2845 0.618 1.2845 HIGH 1.2845 0.618 1.2845 0.500 1.2845 0.382 1.2845 LOW 1.2845 0.618 1.2845 1.000 1.2845 1.618 1.2845 2.618 1.2845 4.250 1.2845
Fisher Pivots for day following 04-Feb-2009 Pivot 1 day 3 day R1 1.2845 1.2908 PP 1.2845 1.2887 S1 1.2845 1.2866

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