CME Euro FX Future June 2009

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Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary Previous Current 03-Mar-2009 04-Mar-2009 Change Change % Previous Week Open 1.2589 1.2642 0.0053 0.4% 1.2709 High 1.2589 1.2642 0.0053 0.4% 1.2847 Low 1.2589 1.2642 0.0053 0.4% 1.2695 Close 1.2589 1.2642 0.0053 0.4% 1.2695 Range ATR 0.0111 0.0107 -0.0004 -3.7% 0.0000 Volume 5,725 4,099 -1,626 -28.4% 12,009
Daily Pivots for day following 04-Mar-2009 Classic Woodie Camarilla DeMark R4 1.2642 1.2642 1.2642 R3 1.2642 1.2642 1.2642 R2 1.2642 1.2642 1.2642 R1 1.2642 1.2642 1.2642 1.2642 PP 1.2642 1.2642 1.2642 1.2642 S1 1.2642 1.2642 1.2642 1.2642 S2 1.2642 1.2642 1.2642 S3 1.2642 1.2642 1.2642 S4 1.2642 1.2642 1.2642	Weekly Pivots for week ending 27-Feb-2009 Classic Woodie Camarilla DeMark R4 1.3202 1.3100 1.2779 R3 1.3050 1.2948 1.2737 R2 1.2898 1.2898 1.2723 R1 1.2796 1.2796 1.2709 1.2771 PP 1.2746 1.2746 1.2746 1.2733 S1 1.2644 1.2644 1.2681 1.2619 S2 1.2594 1.2594 1.2667 S3 1.2442 1.2492 1.2653 S4 1.2290 1.2340 1.2611
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2746 1.2570 0.0176 1.4% 0.0010 0.1% 41% False False 3,524 10 1.2847 1.2570 0.0277 2.2% 0.0010 0.1% 26% False False 2,871 20 1.3010 1.2530 0.0480 3.8% 0.0006 0.1% 23% False False 1,680 40 1.3665 1.2530 0.1135 9.0% 0.0013 0.1% 10% False False 971
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 0.0003	Fibonacci Retracements and Extensions 4.250 1.2642 2.618 1.2642 1.618 1.2642 1.000 1.2642 0.618 1.2642 HIGH 1.2642 0.618 1.2642 0.500 1.2642 0.382 1.2642 LOW 1.2642 0.618 1.2642 1.000 1.2642 1.618 1.2642 2.618 1.2642 4.250 1.2642
Fisher Pivots for day following 04-Mar-2009 Pivot 1 day 3 day R1 1.2642 1.2630 PP 1.2642 1.2618 S1 1.2642 1.2606

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