CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 08-Aug-2008

Day Change Summary
	Previous	Current
	07-Aug-2008	08-Aug-2008	Change	Change %	Previous Week
Open	1.5222	1.4934	-0.0288	-1.9%	1.5480
High	1.5390	1.4970	-0.0420	-2.7%	1.5515
Low	1.5211	1.4920	-0.0291	-1.9%	1.4920
Close	1.5222	1.4911	-0.0311	-2.0%	1.4911
Range	0.0179	0.0050	-0.0129	-72.1%	0.0595
ATR	0.0090	0.0105	0.0015	16.8%	0.0000
Volume	493	640	147	29.8%	2,259

Daily Pivots for day following 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5084	1.5047	1.4939
R3	1.5034	1.4997	1.4925
R2	1.4984	1.4984	1.4920
R1	1.4947	1.4947	1.4916	1.4941
PP	1.4934	1.4934	1.4934	1.4930
S1	1.4897	1.4897	1.4906	1.4891
S2	1.4884	1.4884	1.4902
S3	1.4834	1.4847	1.4897
S4	1.4784	1.4797	1.4884

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6900	1.6501	1.5238
R3	1.6305	1.5906	1.5075
R2	1.5710	1.5710	1.5020
R1	1.5311	1.5311	1.4966	1.5213
PP	1.5115	1.5115	1.5115	1.5067
S1	1.4716	1.4716	1.4856	1.4618
S2	1.4520	1.4520	1.4802
S3	1.3925	1.4121	1.4747
S4	1.3330	1.3526	1.4584

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5515	1.4920	0.0595	4.0%	0.0063	0.4%	-2%	False	True	451
10	1.5645	1.4920	0.0725	4.9%	0.0058	0.4%	-1%	False	True	467
20	1.5860	1.4920	0.0940	6.3%	0.0055	0.4%	-1%	False	True	465
40	1.5860	1.4920	0.0940	6.3%	0.0040	0.3%	-1%	False	True	375

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5183
2.618	1.5101
1.618	1.5051
1.000	1.5020
0.618	1.5001
HIGH	1.4970
0.618	1.4951
0.500	1.4945
0.382	1.4939
LOW	1.4920
0.618	1.4889
1.000	1.4870
1.618	1.4839
2.618	1.4789
4.250	1.4708

Fisher Pivots for day following 08-Aug-2008
Pivot	1 day	3 day
R1	1.4945	1.5155
PP	1.4934	1.5074
S1	1.4922	1.4992

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

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