CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 22-Jul-2008

Day Change Summary
	Previous	Current
	21-Jul-2008	22-Jul-2008	Change	Change %	Previous Week
Open	1.5771	1.5670	-0.0101	-0.6%	1.5792
High	1.5771	1.5780	0.0009	0.1%	1.5860
Low	1.5771	1.5645	-0.0126	-0.8%	1.5680
Close	1.5771	1.5665	-0.0106	-0.7%	1.5720
Range	0.0000	0.0135	0.0135		0.0180
ATR	0.0074	0.0078	0.0004	5.9%	0.0000
Volume	145	149	4	2.8%	3,116

Daily Pivots for day following 22-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6102	1.6018	1.5739
R3	1.5967	1.5883	1.5702
R2	1.5832	1.5832	1.5690
R1	1.5748	1.5748	1.5677	1.5723
PP	1.5697	1.5697	1.5697	1.5684
S1	1.5613	1.5613	1.5653	1.5588
S2	1.5562	1.5562	1.5640
S3	1.5427	1.5478	1.5628
S4	1.5292	1.5343	1.5591

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6293	1.6187	1.5819
R3	1.6113	1.6007	1.5770
R2	1.5933	1.5933	1.5753
R1	1.5827	1.5827	1.5737	1.5790
PP	1.5753	1.5753	1.5753	1.5735
S1	1.5647	1.5647	1.5704	1.5610
S2	1.5573	1.5573	1.5687
S3	1.5393	1.5467	1.5671
S4	1.5213	1.5287	1.5621

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5780	1.5645	0.0135	0.9%	0.0049	0.3%	15%	True	True	387
10	1.5860	1.5617	0.0243	1.6%	0.0041	0.3%	20%	False	False	387
20	1.5860	1.5440	0.0420	2.7%	0.0037	0.2%	54%	False	False	404

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	1.6354
2.618	1.6133
1.618	1.5998
1.000	1.5915
0.618	1.5863
HIGH	1.5780
0.618	1.5728
0.500	1.5713
0.382	1.5697
LOW	1.5645
0.618	1.5562
1.000	1.5510
1.618	1.5427
2.618	1.5292
4.250	1.5071

Fisher Pivots for day following 22-Jul-2008
Pivot	1 day	3 day
R1	1.5713	1.5713
PP	1.5697	1.5697
S1	1.5681	1.5681

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

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