CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 06-Aug-2008

Day Change Summary
	Previous	Current
	05-Aug-2008	06-Aug-2008	Change	Change %	Previous Week
Open	1.5360	1.5320	-0.0040	-0.3%	1.5640
High	1.5375	1.5325	-0.0050	-0.3%	1.5645
Low	1.5350	1.5308	-0.0042	-0.3%	1.5422
Close	1.5365	1.5311	-0.0054	-0.4%	1.5438
Range	0.0025	0.0017	-0.0008	-32.0%	0.0223
ATR	0.0085	0.0083	-0.0002	-2.4%	0.0000
Volume	327	430	103	31.5%	2,415

Daily Pivots for day following 06-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5366	1.5355	1.5320
R3	1.5349	1.5338	1.5316
R2	1.5332	1.5332	1.5314
R1	1.5321	1.5321	1.5313	1.5318
PP	1.5315	1.5315	1.5315	1.5313
S1	1.5304	1.5304	1.5309	1.5301
S2	1.5298	1.5298	1.5308
S3	1.5281	1.5287	1.5306
S4	1.5264	1.5270	1.5302

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	1.5308	0.0272	1.8%	0.0043	0.3%	1%	False	True	515
10	1.5645	1.5308	0.0337	2.2%	0.0043	0.3%	1%	False	True	413
20	1.5860	1.5308	0.0552	3.6%	0.0043	0.3%	1%	False	True	424
40	1.5860	1.5200	0.0660	4.3%	0.0034	0.2%	17%	False	False	349

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	0.0008
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.5397
2.618	1.5370
1.618	1.5353
1.000	1.5342
0.618	1.5336
HIGH	1.5325
0.618	1.5319
0.500	1.5317
0.382	1.5314
LOW	1.5308
0.618	1.5297
1.000	1.5291
1.618	1.5280
2.618	1.5263
4.250	1.5236

Fisher Pivots for day following 06-Aug-2008
Pivot	1 day	3 day
R1	1.5317	1.5412
PP	1.5315	1.5378
S1	1.5313	1.5345

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

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