CME Euro FX Future June 2008

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Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary Previous Current 21-Dec-2007 24-Dec-2007 Change Change % Previous Week Open 1.4366 1.4411 0.0045 0.3% 1.4400 High 1.4380 1.4411 0.0031 0.2% 1.4434 Low 1.4357 1.4411 0.0054 0.4% 1.4335 Close 1.4366 1.4411 0.0045 0.3% 1.4366 Range 0.0023 0.0000 -0.0023 -100.0% 0.0099 ATR 0.0062 0.0061 -0.0001 -2.0% 0.0000 Volume 192 49 -143 -74.5% 732
Daily Pivots for day following 24-Dec-2007 Classic Woodie Camarilla DeMark R4 1.4411 1.4411 1.4411 R3 1.4411 1.4411 1.4411 R2 1.4411 1.4411 1.4411 R1 1.4411 1.4411 1.4411 1.4411 PP 1.4411 1.4411 1.4411 1.4411 S1 1.4411 1.4411 1.4411 1.4411 S2 1.4411 1.4411 1.4411 S3 1.4411 1.4411 1.4411 S4 1.4411 1.4411 1.4411	Weekly Pivots for week ending 21-Dec-2007 Classic Woodie Camarilla DeMark R4 1.4675 1.4620 1.4420 R3 1.4576 1.4521 1.4393 R2 1.4477 1.4477 1.4384 R1 1.4422 1.4422 1.4375 1.4400 PP 1.4378 1.4378 1.4378 1.4368 S1 1.4323 1.4323 1.4357 1.4301 S2 1.4279 1.4279 1.4348 S3 1.4180 1.4224 1.4339 S4 1.4081 1.4125 1.4312
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4434 1.4335 0.0099 0.7% 0.0023 0.2% 77% False False 135 10 1.4719 1.4335 0.0384 2.7% 0.0022 0.2% 20% False False 108
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0005 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1.4411 2.618 1.4411 1.618 1.4411 1.000 1.4411 0.618 1.4411 HIGH 1.4411 0.618 1.4411 0.500 1.4411 0.382 1.4411 LOW 1.4411 0.618 1.4411 1.000 1.4411 1.618 1.4411 2.618 1.4411 4.250 1.4411
Fisher Pivots for day following 24-Dec-2007 Pivot 1 day 3 day R1 1.4411 1.4398 PP 1.4411 1.4386 S1 1.4411 1.4373

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