CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 23-Jul-2008

Day Change Summary
	Previous	Current
	22-Jul-2008	23-Jul-2008	Change	Change %	Previous Week
Open	1.5670	1.5561	-0.0109	-0.7%	1.5792
High	1.5780	1.5590	-0.0190	-1.2%	1.5860
Low	1.5645	1.5560	-0.0085	-0.5%	1.5680
Close	1.5665	1.5561	-0.0104	-0.7%	1.5720
Range	0.0135	0.0030	-0.0105	-77.8%	0.0180
ATR	0.0078	0.0080	0.0002	2.4%	0.0000
Volume	149	637	488	327.5%	3,116

Daily Pivots for day following 23-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5660	1.5641	1.5578
R3	1.5630	1.5611	1.5569
R2	1.5600	1.5600	1.5567
R1	1.5581	1.5581	1.5564	1.5576
PP	1.5570	1.5570	1.5570	1.5568
S1	1.5551	1.5551	1.5558	1.5546
S2	1.5540	1.5540	1.5556
S3	1.5510	1.5521	1.5553
S4	1.5480	1.5491	1.5545

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	1.5560	0.0220	1.4%	0.0036	0.2%	0%	False	True	349
10	1.5860	1.5560	0.0300	1.9%	0.0044	0.3%	0%	False	True	435
20	1.5860	1.5500	0.0360	2.3%	0.0034	0.2%	17%	False	False	430

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5718
2.618	1.5669
1.618	1.5639
1.000	1.5620
0.618	1.5609
HIGH	1.5590
0.618	1.5579
0.500	1.5575
0.382	1.5571
LOW	1.5560
0.618	1.5541
1.000	1.5530
1.618	1.5511
2.618	1.5481
4.250	1.5433

Fisher Pivots for day following 23-Jul-2008
Pivot	1 day	3 day
R1	1.5575	1.5670
PP	1.5570	1.5634
S1	1.5566	1.5597

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

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