CME Euro FX Future September 2009

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Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary Previous Current 20-Mar-2009 23-Mar-2009 Change Change % Previous Week Open 1.3558 1.3636 0.0078 0.6% 1.2995 High 1.3610 1.3636 0.0026 0.2% 1.3664 Low 1.3540 1.3636 0.0096 0.7% 1.2995 Close 1.3558 1.3636 0.0078 0.6% 1.3558 Range 0.0070 0.0000 -0.0070 -100.0% 0.0669 ATR 0.0000 0.0104 0.0104 0.0000 Volume 113 106 -7 -6.2% 242
Daily Pivots for day following 23-Mar-2009 Classic Woodie Camarilla DeMark R4 1.3636 1.3636 1.3636 R3 1.3636 1.3636 1.3636 R2 1.3636 1.3636 1.3636 R1 1.3636 1.3636 1.3636 1.3636 PP 1.3636 1.3636 1.3636 1.3636 S1 1.3636 1.3636 1.3636 1.3636 S2 1.3636 1.3636 1.3636 S3 1.3636 1.3636 1.3636 S4 1.3636 1.3636 1.3636	Weekly Pivots for week ending 20-Mar-2009 Classic Woodie Camarilla DeMark R4 1.5413 1.5154 1.3926 R3 1.4744 1.4485 1.3742 R2 1.4075 1.4075 1.3681 R1 1.3816 1.3816 1.3619 1.3946 PP 1.3406 1.3406 1.3406 1.3470 S1 1.3147 1.3147 1.3497 1.3277 S2 1.2737 1.2737 1.3435 S3 1.2068 1.2478 1.3374 S4 1.1399 1.1809 1.3190
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3664 1.3019 0.0645 4.7% 0.0070 0.5% 96% False False 61 10 1.3664 1.2656 0.1008 7.4% 0.0035 0.3% 97% False False 41
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 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.3636 2.618 1.3636 1.618 1.3636 1.000 1.3636 0.618 1.3636 HIGH 1.3636 0.618 1.3636 0.500 1.3636 0.382 1.3636 LOW 1.3636 0.618 1.3636 1.000 1.3636 1.618 1.3636 2.618 1.3636 4.250 1.3636
Fisher Pivots for day following 23-Mar-2009 Pivot 1 day 3 day R1 1.3636 1.3625 PP 1.3636 1.3613 S1 1.3636 1.3602

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