CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary Previous Current 30-Sep-2008 01-Oct-2008 Change Change % Previous Week Open 1.4126 1.4073 -0.0053 -0.4% 1.4721 High 1.4140 1.4073 -0.0067 -0.5% 1.4721 Low 1.4100 1.4073 -0.0027 -0.2% 1.4585 Close 1.4126 1.4073 -0.0053 -0.4% 1.4596 Range 0.0040 0.0000 -0.0040 -100.0% 0.0136 ATR 0.0135 0.0129 -0.0006 -4.3% 0.0000 Volume 1,214 1,322 108 8.9% 15,750
Daily Pivots for day following 01-Oct-2008 Classic Woodie Camarilla DeMark R4 1.4073 1.4073 1.4073 R3 1.4073 1.4073 1.4073 R2 1.4073 1.4073 1.4073 R1 1.4073 1.4073 1.4073 1.4073 PP 1.4073 1.4073 1.4073 1.4073 S1 1.4073 1.4073 1.4073 1.4073 S2 1.4073 1.4073 1.4073 S3 1.4073 1.4073 1.4073 S4 1.4073 1.4073 1.4073	Weekly Pivots for week ending 26-Sep-2008 Classic Woodie Camarilla DeMark R4 1.5042 1.4955 1.4671 R3 1.4906 1.4819 1.4633 R2 1.4770 1.4770 1.4621 R1 1.4683 1.4683 1.4608 1.4659 PP 1.4634 1.4634 1.4634 1.4622 S1 1.4547 1.4547 1.4584 1.4523 S2 1.4498 1.4498 1.4571 S3 1.4362 1.4411 1.4559 S4 1.4226 1.4275 1.4521
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4596 1.4073 0.0523 3.7% 0.0031 0.2% 0% False True 4,777 10 1.4721 1.4073 0.0648 4.6% 0.0026 0.2% 0% False True 2,869 20 1.4721 1.3811 0.0910 6.5% 0.0021 0.1% 29% False False 1,468
Crabel Price Patterns NR True 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 0.0006 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.4073 2.618 1.4073 1.618 1.4073 1.000 1.4073 0.618 1.4073 HIGH 1.4073 0.618 1.4073 0.500 1.4073 0.382 1.4073 LOW 1.4073 0.618 1.4073 1.000 1.4073 1.618 1.4073 2.618 1.4073 4.250 1.4073
Fisher Pivots for day following 01-Oct-2008 Pivot 1 day 3 day R1 1.4073 1.4277 PP 1.4073 1.4209 S1 1.4073 1.4141

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