CME Euro FX Future June 2009

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Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary Previous Current 12-Feb-2009 13-Feb-2009 Change Change % Previous Week Open 1.2765 1.2870 0.0105 0.8% 1.3010 High 1.2765 1.2870 0.0105 0.8% 1.3010 Low 1.2765 1.2870 0.0105 0.8% 1.2765 Close 1.2765 1.2870 0.0105 0.8% 1.2870 Range ATR 0.0116 0.0116 -0.0001 -0.7% 0.0000 Volume 223 1,522 1,299 582.5% 2,606
Daily Pivots for day following 13-Feb-2009 Classic Woodie Camarilla DeMark R4 1.2870 1.2870 1.2870 R3 1.2870 1.2870 1.2870 R2 1.2870 1.2870 1.2870 R1 1.2870 1.2870 1.2870 1.2870 PP 1.2870 1.2870 1.2870 1.2870 S1 1.2870 1.2870 1.2870 1.2870 S2 1.2870 1.2870 1.2870 S3 1.2870 1.2870 1.2870 S4 1.2870 1.2870 1.2870	Weekly Pivots for week ending 13-Feb-2009 Classic Woodie Camarilla DeMark R4 1.3617 1.3488 1.3005 R3 1.3372 1.3243 1.2937 R2 1.3127 1.3127 1.2915 R1 1.2998 1.2998 1.2892 1.2940 PP 1.2882 1.2882 1.2882 1.2853 S1 1.2753 1.2753 1.2848 1.2695 S2 1.2637 1.2637 1.2825 S3 1.2392 1.2508 1.2803 S4 1.2147 1.2263 1.2735
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3010 1.2765 0.0245 1.9% 0.0000 0.0% 43% False False 521 10 1.3010 1.2765 0.0245 1.9% 0.0000 0.0% 43% False False 377 20 1.3192 1.2765 0.0427 3.3% 0.0001 0.0% 25% False False 318 40 1.4287 1.2765 0.1522 11.8% 0.0014 0.1% 7% False False 248
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 True 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.2870 2.618 1.2870 1.618 1.2870 1.000 1.2870 0.618 1.2870 HIGH 1.2870 0.618 1.2870 0.500 1.2870 0.382 1.2870 LOW 1.2870 0.618 1.2870 1.000 1.2870 1.618 1.2870 2.618 1.2870 4.250 1.2870
Fisher Pivots for day following 13-Feb-2009 Pivot 1 day 3 day R1 1.2870 1.2857 PP 1.2870 1.2843 S1 1.2870 1.2830

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