CME Euro FX Future June 2009

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Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary Previous Current 25-Feb-2009 26-Feb-2009 Change Change % Previous Week Open 1.2709 1.2746 0.0037 0.3% 1.2615 High 1.2709 1.2746 0.0037 0.3% 1.2834 Low 1.2709 1.2746 0.0037 0.3% 1.2530 Close 1.2709 1.2746 0.0037 0.3% 1.2834 Range ATR 0.0129 0.0123 -0.0007 -5.1% 0.0000 Volume 8,871 1,020 -7,851 -88.5% 2,397
Daily Pivots for day following 26-Feb-2009 Classic Woodie Camarilla DeMark R4 1.2746 1.2746 1.2746 R3 1.2746 1.2746 1.2746 R2 1.2746 1.2746 1.2746 R1 1.2746 1.2746 1.2746 1.2746 PP 1.2746 1.2746 1.2746 1.2746 S1 1.2746 1.2746 1.2746 1.2746 S2 1.2746 1.2746 1.2746 S3 1.2746 1.2746 1.2746 S4 1.2746 1.2746 1.2746	Weekly Pivots for week ending 20-Feb-2009 Classic Woodie Camarilla DeMark R4 1.3645 1.3543 1.3001 R3 1.3341 1.3239 1.2918 R2 1.3037 1.3037 1.2890 R1 1.2935 1.2935 1.2862 1.2986 PP 1.2733 1.2733 1.2733 1.2758 S1 1.2631 1.2631 1.2806 1.2682 S2 1.2429 1.2429 1.2778 S3 1.2125 1.2327 1.2750 S4 1.1821 1.2023 1.2667
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2847 1.2709 0.0138 1.1% 0.0000 0.0% 27% False False 2,323 10 1.2870 1.2530 0.0340 2.7% 0.0008 0.1% 64% False False 1,542 20 1.3010 1.2530 0.0480 3.8% 0.0004 0.0% 45% False False 883 40 1.4028 1.2530 0.1498 11.8% 0.0014 0.1% 14% False False 562
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002	Fibonacci Retracements and Extensions 4.250 1.2746 2.618 1.2746 1.618 1.2746 1.000 1.2746 0.618 1.2746 HIGH 1.2746 0.618 1.2746 0.500 1.2746 0.382 1.2746 LOW 1.2746 0.618 1.2746 1.000 1.2746 1.618 1.2746 2.618 1.2746 4.250 1.2746
Fisher Pivots for day following 26-Feb-2009 Pivot 1 day 3 day R1 1.2746 1.2778 PP 1.2746 1.2767 S1 1.2746 1.2757

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