CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary Previous Current 09-Oct-2008 10-Oct-2008 Change Change % Previous Week Open 1.3666 1.3484 -0.0182 -1.3% 1.3442 High 1.3740 1.3484 -0.0256 -1.9% 1.3740 Low 1.3650 1.3484 -0.0166 -1.2% 1.3450 Close 1.3689 1.3484 -0.0205 -1.5% 1.3484 Range 0.0090 0.0000 -0.0090 -100.0% 0.0290 ATR 0.0153 0.0157 0.0004 2.4% 0.0000 Volume 446 99 -347 -77.8% 2,689
Daily Pivots for day following 10-Oct-2008 Classic Woodie Camarilla DeMark R4 1.3484 1.3484 1.3484 R3 1.3484 1.3484 1.3484 R2 1.3484 1.3484 1.3484 R1 1.3484 1.3484 1.3484 1.3484 PP 1.3484 1.3484 1.3484 1.3484 S1 1.3484 1.3484 1.3484 1.3484 S2 1.3484 1.3484 1.3484 S3 1.3484 1.3484 1.3484 S4 1.3484 1.3484 1.3484	Weekly Pivots for week ending 10-Oct-2008 Classic Woodie Camarilla DeMark R4 1.4428 1.4246 1.3644 R3 1.4138 1.3956 1.3564 R2 1.3848 1.3848 1.3537 R1 1.3666 1.3666 1.3511 1.3757 PP 1.3558 1.3558 1.3558 1.3604 S1 1.3376 1.3376 1.3457 1.3467 S2 1.3268 1.3268 1.3431 S3 1.2978 1.3086 1.3404 S4 1.2688 1.2796 1.3325
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3740 1.3450 0.0290 2.2% 0.0065 0.5% 12% False False 537 10 1.4480 1.3450 0.1030 7.6% 0.0067 0.5% 3% False False 1,923 20 1.4721 1.3450 0.1271 9.4% 0.0046 0.3% 3% False False 1,823
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 0.0013 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3484 2.618 1.3484 1.618 1.3484 1.000 1.3484 0.618 1.3484 HIGH 1.3484 0.618 1.3484 0.500 1.3484 0.382 1.3484 LOW 1.3484 0.618 1.3484 1.000 1.3484 1.618 1.3484 2.618 1.3484 4.250 1.3484
Fisher Pivots for day following 10-Oct-2008 Pivot 1 day 3 day R1 1.3484 1.3612 PP 1.3484 1.3569 S1 1.3484 1.3527

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