CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 16-Jul-2008

Day Change Summary
	Previous	Current
	15-Jul-2008	16-Jul-2008	Change	Change %	Previous Week
Open	1.5800	1.5728	-0.0072	-0.5%	1.5595
High	1.5860	1.5775	-0.0085	-0.5%	1.5762
Low	1.5755	1.5680	-0.0075	-0.5%	1.5500
Close	1.5747	1.5683	-0.0064	-0.4%	1.5762
Range	0.0105	0.0095	-0.0010	-9.5%	0.0262
ATR	0.0084	0.0084	0.0001	1.0%	0.0000
Volume	851	826	-25	-2.9%	1,205

Daily Pivots for day following 16-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5998	1.5935	1.5735
R3	1.5903	1.5840	1.5709
R2	1.5808	1.5808	1.5700
R1	1.5745	1.5745	1.5692	1.5729
PP	1.5713	1.5713	1.5713	1.5705
S1	1.5650	1.5650	1.5674	1.5634
S2	1.5618	1.5618	1.5666
S3	1.5523	1.5555	1.5657
S4	1.5428	1.5460	1.5631

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	1.5860	1.5656	0.0204	1.3%	0.0052	0.3%	13%	False	False	521
10	1.5860	1.5500	0.0360	2.3%	0.0040	0.3%	51%	False	False	432
20	1.5860	1.5345	0.0515	3.3%	0.0035	0.2%	66%	False	False	381

Crabel Price Patterns
NR	True
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6179
2.618	1.6024
1.618	1.5929
1.000	1.5870
0.618	1.5834
HIGH	1.5775
0.618	1.5739
0.500	1.5728
0.382	1.5716
LOW	1.5680
0.618	1.5621
1.000	1.5585
1.618	1.5526
2.618	1.5431
4.250	1.5276

Fisher Pivots for day following 16-Jul-2008
Pivot	1 day	3 day
R1	1.5728	1.5770
PP	1.5713	1.5741
S1	1.5698	1.5712

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

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