CME Euro FX Future December 2008

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Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary Previous Current 02-Jul-2008 03-Jul-2008 Change Change % Previous Week Open 1.5755 1.5567 -0.0188 -1.2% 1.5387 High 1.5755 1.5567 -0.0188 -1.2% 1.5650 Low 1.5755 1.5567 -0.0188 -1.2% 1.5345 Close 1.5755 1.5567 -0.0188 -1.2% 1.5639 Range ATR 0.0082 0.0090 0.0008 9.2% 0.0000 Volume 403 344 -59 -14.6% 1,669
Daily Pivots for day following 03-Jul-2008 Classic Woodie Camarilla DeMark R4 1.5567 1.5567 1.5567 R3 1.5567 1.5567 1.5567 R2 1.5567 1.5567 1.5567 R1 1.5567 1.5567 1.5567 1.5567 PP 1.5567 1.5567 1.5567 1.5567 S1 1.5567 1.5567 1.5567 1.5567 S2 1.5567 1.5567 1.5567 S3 1.5567 1.5567 1.5567 S4 1.5567 1.5567 1.5567	Weekly Pivots for week ending 27-Jun-2008 Classic Woodie Camarilla DeMark R4 1.6460 1.6354 1.5807 R3 1.6155 1.6049 1.5723 R2 1.5850 1.5850 1.5695 R1 1.5744 1.5744 1.5667 1.5797 PP 1.5545 1.5545 1.5545 1.5571 S1 1.5439 1.5439 1.5611 1.5492 S2 1.5240 1.5240 1.5583 S3 1.4935 1.5134 1.5555 S4 1.4630 1.4829 1.5471
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5755 1.5567 0.0188 1.2% 0.0018 0.1% 0% False True 496 10 1.5755 1.5345 0.0410 2.6% 0.0029 0.2% 54% False False 355 20 1.5755 1.5200 0.0555 3.6% 0.0018 0.1% 66% False False 250
Crabel Price Patterns NR False 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 0.0003	Fibonacci Retracements and Extensions 4.250 1.5567 2.618 1.5567 1.618 1.5567 1.000 1.5567 0.618 1.5567 HIGH 1.5567 0.618 1.5567 0.500 1.5567 0.382 1.5567 LOW 1.5567 0.618 1.5567 1.000 1.5567 1.618 1.5567 2.618 1.5567 4.250 1.5567
Fisher Pivots for day following 03-Jul-2008 Pivot 1 day 3 day R1 1.5567 1.5661 PP 1.5567 1.5630 S1 1.5567 1.5598

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