CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 29-Jul-2008

Day Change Summary
	Previous	Current
	28-Jul-2008	29-Jul-2008	Change	Change %	Previous Week
Open	1.5640	1.5490	-0.0150	-1.0%	1.5771
High	1.5645	1.5490	-0.0155	-1.0%	1.5780
Low	1.5608	1.5455	-0.0153	-1.0%	1.5520
Close	1.5640	1.5474	-0.0166	-1.1%	1.5580
Range	0.0037	0.0035	-0.0002	-5.4%	0.0260
ATR	0.0076	0.0083	0.0008	10.3%	0.0000
Volume	263	208	-55	-20.9%	1,524

Daily Pivots for day following 29-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5578	1.5561	1.5493
R3	1.5543	1.5526	1.5484
R2	1.5508	1.5508	1.5480
R1	1.5491	1.5491	1.5477	1.5482
PP	1.5473	1.5473	1.5473	1.5469
S1	1.5456	1.5456	1.5471	1.5447
S2	1.5438	1.5438	1.5468
S3	1.5403	1.5421	1.5464
S4	1.5368	1.5386	1.5455

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	1.5645	1.5455	0.0190	1.2%	0.0036	0.2%	10%	False	True	340
10	1.5780	1.5455	0.0325	2.1%	0.0043	0.3%	6%	False	True	363
20	1.5860	1.5455	0.0405	2.6%	0.0037	0.2%	5%	False	True	376
40	1.5860	1.5200	0.0660	4.3%	0.0027	0.2%	42%	False	False	298

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	1.5639
2.618	1.5582
1.618	1.5547
1.000	1.5525
0.618	1.5512
HIGH	1.5490
0.618	1.5477
0.500	1.5473
0.382	1.5468
LOW	1.5455
0.618	1.5433
1.000	1.5420
1.618	1.5398
2.618	1.5363
4.250	1.5306

Fisher Pivots for day following 29-Jul-2008
Pivot	1 day	3 day
R1	1.5474	1.5550
PP	1.5473	1.5525
S1	1.5473	1.5499

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

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