CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 05-Aug-2008

Day Change Summary
	Previous	Current
	04-Aug-2008	05-Aug-2008	Change	Change %	Previous Week
Open	1.5480	1.5360	-0.0120	-0.8%	1.5640
High	1.5515	1.5375	-0.0140	-0.9%	1.5645
Low	1.5470	1.5350	-0.0120	-0.8%	1.5422
Close	1.5480	1.5365	-0.0115	-0.7%	1.5438
Range	0.0045	0.0025	-0.0020	-44.4%	0.0223
ATR	0.0082	0.0085	0.0003	4.2%	0.0000
Volume	369	327	-42	-11.4%	2,415

Daily Pivots for day following 05-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5438	1.5427	1.5379
R3	1.5413	1.5402	1.5372
R2	1.5388	1.5388	1.5370
R1	1.5377	1.5377	1.5367	1.5383
PP	1.5363	1.5363	1.5363	1.5366
S1	1.5352	1.5352	1.5363	1.5358
S2	1.5338	1.5338	1.5360
S3	1.5313	1.5327	1.5358
S4	1.5288	1.5302	1.5351

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6171	1.6027	1.5561
R3	1.5948	1.5804	1.5499
R2	1.5725	1.5725	1.5479
R1	1.5581	1.5581	1.5458	1.5542
PP	1.5502	1.5502	1.5502	1.5482
S1	1.5358	1.5358	1.5418	1.5319
S2	1.5279	1.5279	1.5397
S3	1.5056	1.5135	1.5377
S4	1.4833	1.4912	1.5315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5580	1.5350	0.0230	1.5%	0.0052	0.3%	7%	False	True	528
10	1.5645	1.5350	0.0295	1.9%	0.0044	0.3%	5%	False	True	434
20	1.5860	1.5350	0.0510	3.3%	0.0043	0.3%	3%	False	True	410
40	1.5860	1.5200	0.0660	4.3%	0.0034	0.2%	25%	False	False	356

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.5481
2.618	1.5440
1.618	1.5415
1.000	1.5400
0.618	1.5390
HIGH	1.5375
0.618	1.5365
0.500	1.5363
0.382	1.5360
LOW	1.5350
0.618	1.5335
1.000	1.5325
1.618	1.5310
2.618	1.5285
4.250	1.5244

Fisher Pivots for day following 05-Aug-2008
Pivot	1 day	3 day
R1	1.5364	1.5433
PP	1.5363	1.5410
S1	1.5363	1.5388

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

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