CME Euro FX Future March 2009

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Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary Previous Current 06-Nov-2008 07-Nov-2008 Change Change % Previous Week Open 1.2706 1.2699 -0.0007 -0.1% 1.2587 High 1.2805 1.2699 -0.0106 -0.8% 1.2939 Low 1.2685 1.2699 0.0014 0.1% 1.2587 Close 1.2689 1.2699 0.0010 0.1% 1.2699 Range 0.0120 0.0000 -0.0120 -100.0% 0.0352 ATR 0.0158 0.0148 -0.0011 -6.7% 0.0000 Volume 360 378 18 5.0% 2,819
Daily Pivots for day following 07-Nov-2008 Classic Woodie Camarilla DeMark R4 1.2699 1.2699 1.2699 R3 1.2699 1.2699 1.2699 R2 1.2699 1.2699 1.2699 R1 1.2699 1.2699 1.2699 1.2699 PP 1.2699 1.2699 1.2699 1.2699 S1 1.2699 1.2699 1.2699 1.2699 S2 1.2699 1.2699 1.2699 S3 1.2699 1.2699 1.2699 S4 1.2699 1.2699 1.2699	Weekly Pivots for week ending 07-Nov-2008 Classic Woodie Camarilla DeMark R4 1.3798 1.3600 1.2893 R3 1.3446 1.3248 1.2796 R2 1.3094 1.3094 1.2764 R1 1.2896 1.2896 1.2731 1.2995 PP 1.2742 1.2742 1.2742 1.2791 S1 1.2544 1.2544 1.2667 1.2643 S2 1.2390 1.2390 1.2634 S3 1.2038 1.2192 1.2602 S4 1.1686 1.1840 1.2505
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2939 1.2587 0.0352 2.8% 0.0024 0.2% 32% False False 563 10 1.2942 1.2523 0.0419 3.3% 0.0021 0.2% 42% False False 593 20 1.3647 1.2523 0.1124 8.9% 0.0010 0.1% 16% False False 700 40 1.4721 1.2523 0.2198 17.3% 0.0028 0.2% 8% False False 1,261
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0005 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.2699 2.618 1.2699 1.618 1.2699 1.000 1.2699 0.618 1.2699 HIGH 1.2699 0.618 1.2699 0.500 1.2699 0.382 1.2699 LOW 1.2699 0.618 1.2699 1.000 1.2699 1.618 1.2699 2.618 1.2699 4.250 1.2699
Fisher Pivots for day following 07-Nov-2008 Pivot 1 day 3 day R1 1.2699 1.2812 PP 1.2699 1.2774 S1 1.2699 1.2737

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