CME Euro FX Future June 2009

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Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary Previous Current 13-Feb-2009 17-Feb-2009 Change Change % Previous Week Open 1.2870 1.2615 -0.0255 -2.0% 1.3010 High 1.2870 1.2615 -0.0255 -2.0% 1.3010 Low 1.2870 1.2615 -0.0255 -2.0% 1.2765 Close 1.2870 1.2615 -0.0255 -2.0% 1.2870 Range ATR 0.0116 0.0126 0.0010 8.6% 0.0000 Volume 1,522 256 -1,266 -83.2% 2,606
Daily Pivots for day following 17-Feb-2009 Classic Woodie Camarilla DeMark R4 1.2615 1.2615 1.2615 R3 1.2615 1.2615 1.2615 R2 1.2615 1.2615 1.2615 R1 1.2615 1.2615 1.2615 1.2615 PP 1.2615 1.2615 1.2615 1.2615 S1 1.2615 1.2615 1.2615 1.2615 S2 1.2615 1.2615 1.2615 S3 1.2615 1.2615 1.2615 S4 1.2615 1.2615 1.2615	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 1.2894 1.2615 0.0279 2.2% 0.0000 0.0% 0% False True 485 10 1.3010 1.2615 0.0395 3.1% 0.0000 0.0% 0% False True 379 20 1.3152 1.2615 0.0537 4.3% 0.0001 0.0% 0% False True 315 40 1.4259 1.2615 0.1644 13.0% 0.0014 0.1% 0% False True 250
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 1.2615 2.618 1.2615 1.618 1.2615 1.000 1.2615 0.618 1.2615 HIGH 1.2615 0.618 1.2615 0.500 1.2615 0.382 1.2615 LOW 1.2615 0.618 1.2615 1.000 1.2615 1.618 1.2615 2.618 1.2615 4.250 1.2615
Fisher Pivots for day following 17-Feb-2009 Pivot 1 day 3 day R1 1.2615 1.2743 PP 1.2615 1.2700 S1 1.2615 1.2658

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