CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 25-Jul-2008

Day Change Summary
	Previous	Current
	24-Jul-2008	25-Jul-2008	Change	Change %	Previous Week
Open	1.5544	1.5580	0.0036	0.2%	1.5771
High	1.5580	1.5590	0.0010	0.1%	1.5780
Low	1.5520	1.5570	0.0050	0.3%	1.5520
Close	1.5544	1.5580	0.0036	0.2%	1.5580
Range	0.0060	0.0020	-0.0040	-66.7%	0.0260
ATR	0.0079	0.0076	-0.0002	-3.0%	0.0000
Volume	403	190	-213	-52.9%	1,524

Daily Pivots for day following 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5640	1.5630	1.5591
R3	1.5620	1.5610	1.5586
R2	1.5600	1.5600	1.5584
R1	1.5590	1.5590	1.5582	1.5590
PP	1.5580	1.5580	1.5580	1.5580
S1	1.5570	1.5570	1.5578	1.5570
S2	1.5560	1.5560	1.5576
S3	1.5540	1.5550	1.5575
S4	1.5520	1.5530	1.5569

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6407	1.6253	1.5723
R3	1.6147	1.5993	1.5652
R2	1.5887	1.5887	1.5628
R1	1.5733	1.5733	1.5604	1.5680
PP	1.5627	1.5627	1.5627	1.5600
S1	1.5473	1.5473	1.5556	1.5420
S2	1.5367	1.5367	1.5532
S3	1.5107	1.5213	1.5509
S4	1.4847	1.4953	1.5437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5780	1.5520	0.0260	1.7%	0.0049	0.3%	23%	False	False	304
10	1.5860	1.5520	0.0340	2.2%	0.0052	0.3%	18%	False	False	464
20	1.5860	1.5500	0.0360	2.3%	0.0036	0.2%	22%	False	False	403
40	1.5860	1.5200	0.0660	4.2%	0.0025	0.2%	58%	False	False	288

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5675
2.618	1.5642
1.618	1.5622
1.000	1.5610
0.618	1.5602
HIGH	1.5590
0.618	1.5582
0.500	1.5580
0.382	1.5578
LOW	1.5570
0.618	1.5558
1.000	1.5550
1.618	1.5538
2.618	1.5518
4.250	1.5485

Fisher Pivots for day following 25-Jul-2008
Pivot	1 day	3 day
R1	1.5580	1.5572
PP	1.5580	1.5563
S1	1.5580	1.5555

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

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