CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	1.5490	1.5428	-0.0062	-0.4%	1.5771
High	1.5490	1.5480	-0.0010	-0.1%	1.5780
Low	1.5455	1.5422	-0.0033	-0.2%	1.5520
Close	1.5474	1.5459	-0.0015	-0.1%	1.5580
Range	0.0035	0.0058	0.0023	65.7%	0.0260
ATR	0.0083	0.0082	-0.0002	-2.2%	0.0000
Volume	208	493	285	137.0%	1,524

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5628	1.5601	1.5491
R3	1.5570	1.5543	1.5475
R2	1.5512	1.5512	1.5470
R1	1.5485	1.5485	1.5464	1.5499
PP	1.5454	1.5454	1.5454	1.5460
S1	1.5427	1.5427	1.5454	1.5441
S2	1.5396	1.5396	1.5448
S3	1.5338	1.5369	1.5443
S4	1.5280	1.5311	1.5427

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	1.5422	0.0223	1.4%	0.0042	0.3%	17%	False	True	311
10	1.5780	1.5422	0.0358	2.3%	0.0039	0.3%	10%	False	True	330
20	1.5860	1.5422	0.0438	2.8%	0.0040	0.3%	8%	False	True	381
40	1.5860	1.5200	0.0660	4.3%	0.0029	0.2%	39%	False	False	309

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5727
2.618	1.5632
1.618	1.5574
1.000	1.5538
0.618	1.5516
HIGH	1.5480
0.618	1.5458
0.500	1.5451
0.382	1.5444
LOW	1.5422
0.618	1.5386
1.000	1.5364
1.618	1.5328
2.618	1.5270
4.250	1.5176

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	1.5456	1.5534
PP	1.5454	1.5509
S1	1.5451	1.5484

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

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