CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 14-Aug-2008

Day Change Summary
	Previous	Current
	13-Aug-2008	14-Aug-2008	Change	Change %	Previous Week
Open	1.4762	1.4834	0.0072	0.5%	1.5480
High	1.4850	1.4834	-0.0016	-0.1%	1.5515
Low	1.4760	1.4700	-0.0060	-0.4%	1.4920
Close	1.4837	1.4718	-0.0119	-0.8%	1.4911
Range	0.0090	0.0134	0.0044	48.9%	0.0595
ATR	0.0101	0.0104	0.0003	2.5%	0.0000
Volume	1,330	796	-534	-40.2%	2,259

Daily Pivots for day following 14-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5153	1.5069	1.4792
R3	1.5019	1.4935	1.4755
R2	1.4885	1.4885	1.4743
R1	1.4801	1.4801	1.4730	1.4776
PP	1.4751	1.4751	1.4751	1.4738
S1	1.4667	1.4667	1.4706	1.4642
S2	1.4617	1.4617	1.4693
S3	1.4483	1.4533	1.4681
S4	1.4349	1.4399	1.4644

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	1.4970	1.4700	0.0270	1.8%	0.0073	0.5%	7%	False	True	1,310
10	1.5515	1.4700	0.0815	5.5%	0.0067	0.5%	2%	False	True	929
20	1.5780	1.4700	0.1080	7.3%	0.0058	0.4%	2%	False	True	621
40	1.5860	1.4700	0.1160	7.9%	0.0046	0.3%	2%	False	True	511

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.5404
2.618	1.5185
1.618	1.5051
1.000	1.4968
0.618	1.4917
HIGH	1.4834
0.618	1.4783
0.500	1.4767
0.382	1.4751
LOW	1.4700
0.618	1.4617
1.000	1.4566
1.618	1.4483
2.618	1.4349
4.250	1.4131

Fisher Pivots for day following 14-Aug-2008
Pivot	1 day	3 day
R1	1.4767	1.4783
PP	1.4751	1.4761
S1	1.4734	1.4740

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

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