CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 24-Jul-2007

Day Change Summary
	Previous	Current
	23-Jul-2007	24-Jul-2007	Change	Change %	Previous Week
Open	1.3862	1.3880	0.0018	0.1%	1.3844
High	1.3856	1.3905	0.0049	0.4%	1.3890
Low	1.3856	1.3872	0.0016	0.1%	1.3825
Close	1.3862	1.3886	0.0024	0.2%	1.3880
Range	0.0000	0.0033	0.0033		0.0065
ATR	0.0035	0.0035	0.0001	1.7%	0.0000
Volume	272	181	-91	-33.5%	1,100

Daily Pivots for day following 24-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3987	1.3969	1.3904
R3	1.3954	1.3936	1.3895
R2	1.3921	1.3921	1.3892
R1	1.3903	1.3903	1.3889	1.3912
PP	1.3888	1.3888	1.3888	1.3892
S1	1.3870	1.3870	1.3883	1.3879
S2	1.3855	1.3855	1.3880
S3	1.3822	1.3837	1.3877
S4	1.3789	1.3804	1.3868

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4060	1.4035	1.3916
R3	1.3995	1.3970	1.3898
R2	1.3930	1.3930	1.3892
R1	1.3905	1.3905	1.3886	1.3918
PP	1.3865	1.3865	1.3865	1.3871
S1	1.3840	1.3840	1.3874	1.3853
S2	1.3800	1.3800	1.3868
S3	1.3735	1.3775	1.3862
S4	1.3670	1.3710	1.3844

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3905	1.3825	0.0080	0.6%	0.0025	0.2%	76%	True	False	196
10	1.3905	1.3816	0.0089	0.6%	0.0016	0.1%	79%	True	False	300
20	1.3905	1.3501	0.0404	2.9%	0.0022	0.2%	95%	True	False	229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0003
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4045
2.618	1.3991
1.618	1.3958
1.000	1.3938
0.618	1.3925
HIGH	1.3905
0.618	1.3892
0.500	1.3889
0.382	1.3885
LOW	1.3872
0.618	1.3852
1.000	1.3839
1.618	1.3819
2.618	1.3786
4.250	1.3732

Fisher Pivots for day following 24-Jul-2007
Pivot	1 day	3 day
R1	1.3889	1.3884
PP	1.3888	1.3882
S1	1.3887	1.3881

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These figures are updated between 7pm and 10pm EST after a trading day.

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