CME Euro FX Future June 2009

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Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary Previous Current 09-Feb-2009 10-Feb-2009 Change Change % Previous Week Open 1.3010 1.2854 -0.0156 -1.2% 1.2818 High 1.3010 1.2854 -0.0156 -1.2% 1.2997 Low 1.3010 1.2854 -0.0156 -1.2% 1.2784 Close 1.3010 1.2854 -0.0156 -1.2% 1.2930 Range ATR 0.0119 0.0121 0.0003 2.3% 0.0000 Volume 437 152 -285 -65.2% 1,171
Daily Pivots for day following 10-Feb-2009 Classic Woodie Camarilla DeMark R4 1.2854 1.2854 1.2854 R3 1.2854 1.2854 1.2854 R2 1.2854 1.2854 1.2854 R1 1.2854 1.2854 1.2854 1.2854 PP 1.2854 1.2854 1.2854 1.2854 S1 1.2854 1.2854 1.2854 1.2854 S2 1.2854 1.2854 1.2854 S3 1.2854 1.2854 1.2854 S4 1.2854 1.2854 1.2854	Weekly Pivots for week ending 06-Feb-2009 Classic Woodie Camarilla DeMark R4 1.3543 1.3449 1.3047 R3 1.3330 1.3236 1.2989 R2 1.3117 1.3117 1.2969 R1 1.3023 1.3023 1.2950 1.3070 PP 1.2904 1.2904 1.2904 1.2927 S1 1.2810 1.2810 1.2910 1.2857 S2 1.2691 1.2691 1.2891 S3 1.2478 1.2597 1.2871 S4 1.2265 1.2384 1.2813
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3010 1.2784 0.0226 1.8% 0.0000 0.0% 31% False False 263 10 1.3111 1.2776 0.0335 2.6% 0.0000 0.0% 23% False False 210 20 1.3192 1.2776 0.0416 3.2% 0.0008 0.1% 19% False False 288
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 1.2854 2.618 1.2854 1.618 1.2854 1.000 1.2854 0.618 1.2854 HIGH 1.2854 0.618 1.2854 0.500 1.2854 0.382 1.2854 LOW 1.2854 0.618 1.2854 1.000 1.2854 1.618 1.2854 2.618 1.2854 4.250 1.2854
Fisher Pivots for day following 10-Feb-2009 Pivot 1 day 3 day R1 1.2854 1.2932 PP 1.2854 1.2906 S1 1.2854 1.2880

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