CME Euro FX Future September 2009

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Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary Previous Current 06-Apr-2009 07-Apr-2009 Change Change % Previous Week Open 1.3399 1.3255 -0.0144 -1.1% 1.3171 High 1.3399 1.3255 -0.0144 -1.1% 1.3490 Low 1.3399 1.3255 -0.0144 -1.1% 1.3171 Close 1.3399 1.3255 -0.0144 -1.1% 1.3490 Range ATR 0.0105 0.0108 0.0003 2.6% 0.0000 Volume 152 49 -103 -67.8% 667
Daily Pivots for day following 07-Apr-2009 Classic Woodie Camarilla DeMark R4 1.3255 1.3255 1.3255 R3 1.3255 1.3255 1.3255 R2 1.3255 1.3255 1.3255 R1 1.3255 1.3255 1.3255 1.3255 PP 1.3255 1.3255 1.3255 1.3255 S1 1.3255 1.3255 1.3255 1.3255 S2 1.3255 1.3255 1.3255 S3 1.3255 1.3255 1.3255 S4 1.3255 1.3255 1.3255	Weekly Pivots for week ending 03-Apr-2009 Classic Woodie Camarilla DeMark R4 1.4341 1.4234 1.3665 R3 1.4022 1.3915 1.3578 R2 1.3703 1.3703 1.3548 R1 1.3596 1.3596 1.3519 1.3650 PP 1.3384 1.3384 1.3384 1.3410 S1 1.3277 1.3277 1.3461 1.3331 S2 1.3065 1.3065 1.3432 S3 1.2746 1.2958 1.3402 S4 1.2427 1.2639 1.3315
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3490 1.3241 0.0249 1.9% 0.0000 0.0% 6% False False 141 10 1.3573 1.3171 0.0402 3.0% 0.0000 0.0% 21% False False 151 20 1.3664 1.2815 0.0849 6.4% 0.0018 0.1% 52% False False 98
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 1.3255 2.618 1.3255 1.618 1.3255 1.000 1.3255 0.618 1.3255 HIGH 1.3255 0.618 1.3255 0.500 1.3255 0.382 1.3255 LOW 1.3255 0.618 1.3255 1.000 1.3255 1.618 1.3255 2.618 1.3255 4.250 1.3255
Fisher Pivots for day following 07-Apr-2009 Pivot 1 day 3 day R1 1.3255 1.3373 PP 1.3255 1.3333 S1 1.3255 1.3294

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