CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 14-Jul-2008

Day Change Summary
	Previous	Current
	11-Jul-2008	14-Jul-2008	Change	Change %	Previous Week
Open	1.5762	1.5792	0.0030	0.2%	1.5595
High	1.5762	1.5792	0.0030	0.2%	1.5762
Low	1.5762	1.5730	-0.0032	-0.2%	1.5500
Close	1.5762	1.5789	0.0027	0.2%	1.5762
Range	0.0000	0.0062	0.0062		0.0262
ATR	0.0083	0.0082	-0.0002	-1.8%	0.0000
Volume	156	622	466	298.7%	1,205

Daily Pivots for day following 14-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5956	1.5935	1.5823
R3	1.5894	1.5873	1.5806
R2	1.5832	1.5832	1.5800
R1	1.5811	1.5811	1.5795	1.5791
PP	1.5770	1.5770	1.5770	1.5760
S1	1.5749	1.5749	1.5783	1.5729
S2	1.5708	1.5708	1.5778
S3	1.5646	1.5687	1.5772
S4	1.5584	1.5625	1.5755

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	1.5792	1.5520	0.0272	1.7%	0.0019	0.1%	99%	True	False	271
10	1.5792	1.5500	0.0292	1.8%	0.0025	0.2%	99%	True	False	349
20	1.5792	1.5340	0.0452	2.9%	0.0028	0.2%	99%	True	False	314

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6056
2.618	1.5954
1.618	1.5892
1.000	1.5854
0.618	1.5830
HIGH	1.5792
0.618	1.5768
0.500	1.5761
0.382	1.5754
LOW	1.5730
0.618	1.5692
1.000	1.5668
1.618	1.5630
2.618	1.5568
4.250	1.5467

Fisher Pivots for day following 14-Jul-2008
Pivot	1 day	3 day
R1	1.5780	1.5767
PP	1.5770	1.5746
S1	1.5761	1.5724

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

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