CME Euro FX Future June 2009

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Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary Previous Current 05-Mar-2009 06-Mar-2009 Change Change % Previous Week Open 1.2544 1.2662 0.0118 0.9% 1.2590 High 1.2544 1.2662 0.0118 0.9% 1.2662 Low 1.2544 1.2662 0.0118 0.9% 1.2544 Close 1.2544 1.2662 0.0118 0.9% 1.2662 Range ATR 0.0106 0.0107 0.0001 0.8% 0.0000 Volume 4,784 7,130 2,346 49.0% 27,784
Daily Pivots for day following 06-Mar-2009 Classic Woodie Camarilla DeMark R4 1.2662 1.2662 1.2662 R3 1.2662 1.2662 1.2662 R2 1.2662 1.2662 1.2662 R1 1.2662 1.2662 1.2662 1.2662 PP 1.2662 1.2662 1.2662 1.2662 S1 1.2662 1.2662 1.2662 1.2662 S2 1.2662 1.2662 1.2662 S3 1.2662 1.2662 1.2662 S4 1.2662 1.2662 1.2662	Weekly Pivots for week ending 06-Mar-2009 Classic Woodie Camarilla DeMark R4 1.2977 1.2937 1.2727 R3 1.2859 1.2819 1.2694 R2 1.2741 1.2741 1.2684 R1 1.2701 1.2701 1.2673 1.2721 PP 1.2623 1.2623 1.2623 1.2633 S1 1.2583 1.2583 1.2651 1.2603 S2 1.2505 1.2505 1.2640 S3 1.2387 1.2465 1.2630 S4 1.2269 1.2347 1.2597
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2662 1.2544 0.0118 0.9% 0.0010 0.1% 100% True False 5,556 10 1.2847 1.2544 0.0303 2.4% 0.0005 0.0% 39% False False 3,979 20 1.3010 1.2530 0.0480 3.8% 0.0006 0.1% 28% False False 2,251 40 1.3661 1.2530 0.1131 8.9% 0.0010 0.1% 12% False False 1,262
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 True Bear Hook False Bull Hook False Stretch 0.0002	Fibonacci Retracements and Extensions 4.250 1.2662 2.618 1.2662 1.618 1.2662 1.000 1.2662 0.618 1.2662 HIGH 1.2662 0.618 1.2662 0.500 1.2662 0.382 1.2662 LOW 1.2662 0.618 1.2662 1.000 1.2662 1.618 1.2662 2.618 1.2662 4.250 1.2662
Fisher Pivots for day following 06-Mar-2009 Pivot 1 day 3 day R1 1.2662 1.2642 PP 1.2662 1.2623 S1 1.2662 1.2603

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