CME Euro FX Future December 2008

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Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary Previous Current 10-Jul-2008 11-Jul-2008 Change Change % Previous Week Open 1.5656 1.5762 0.0106 0.7% 1.5595 High 1.5656 1.5762 0.0106 0.7% 1.5762 Low 1.5656 1.5762 0.0106 0.7% 1.5500 Close 1.5656 1.5762 0.0106 0.7% 1.5762 Range ATR 0.0082 0.0083 0.0002 2.1% 0.0000 Volume 152 156 4 2.6% 1,205
Daily Pivots for day following 11-Jul-2008 Classic Woodie Camarilla DeMark R4 1.5762 1.5762 1.5762 R3 1.5762 1.5762 1.5762 R2 1.5762 1.5762 1.5762 R1 1.5762 1.5762 1.5762 1.5762 PP 1.5762 1.5762 1.5762 1.5762 S1 1.5762 1.5762 1.5762 1.5762 S2 1.5762 1.5762 1.5762 S3 1.5762 1.5762 1.5762 S4 1.5762 1.5762 1.5762	Weekly Pivots for week ending 11-Jul-2008 Classic Woodie Camarilla DeMark R4 1.6461 1.6373 1.5906 R3 1.6199 1.6111 1.5834 R2 1.5937 1.5937 1.5810 R1 1.5849 1.5849 1.5786 1.5893 PP 1.5675 1.5675 1.5675 1.5697 S1 1.5587 1.5587 1.5738 1.5631 S2 1.5413 1.5413 1.5714 S3 1.5151 1.5325 1.5690 S4 1.4889 1.5063 1.5618
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.5762 1.5500 0.0262 1.7% 0.0028 0.2% 100% True False 241 10 1.5762 1.5500 0.0262 1.7% 0.0019 0.1% 100% True False 342 20 1.5762 1.5340 0.0422 2.7% 0.0025 0.2% 100% True False 284
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 0.0004	Fibonacci Retracements and Extensions 4.250 1.5762 2.618 1.5762 1.618 1.5762 1.000 1.5762 0.618 1.5762 HIGH 1.5762 0.618 1.5762 0.500 1.5762 0.382 1.5762 LOW 1.5762 0.618 1.5762 1.000 1.5762 1.618 1.5762 2.618 1.5762 4.250 1.5762
Fisher Pivots for day following 11-Jul-2008 Pivot 1 day 3 day R1 1.5762 1.5738 PP 1.5762 1.5714 S1 1.5762 1.5690

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