CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 15-Aug-2008

Day Change Summary
	Previous	Current
	14-Aug-2008	15-Aug-2008	Change	Change %	Previous Week
Open	1.4834	1.4587	-0.0247	-1.7%	1.4832
High	1.4834	1.4655	-0.0179	-1.2%	1.4865
Low	1.4700	1.4567	-0.0133	-0.9%	1.4567
Close	1.4718	1.4585	-0.0133	-0.9%	1.4585
Range	0.0134	0.0088	-0.0046	-34.3%	0.0298
ATR	0.0104	0.0107	0.0003	3.3%	0.0000
Volume	796	713	-83	-10.4%	6,627

Daily Pivots for day following 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4866	1.4814	1.4633
R3	1.4778	1.4726	1.4609
R2	1.4690	1.4690	1.4601
R1	1.4638	1.4638	1.4593	1.4620
PP	1.4602	1.4602	1.4602	1.4594
S1	1.4550	1.4550	1.4577	1.4532
S2	1.4514	1.4514	1.4569
S3	1.4426	1.4462	1.4561
S4	1.4338	1.4374	1.4537

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5566	1.5374	1.4749
R3	1.5268	1.5076	1.4667
R2	1.4970	1.4970	1.4640
R1	1.4778	1.4778	1.4612	1.4725
PP	1.4672	1.4672	1.4672	1.4646
S1	1.4480	1.4480	1.4558	1.4427
S2	1.4374	1.4374	1.4530
S3	1.4076	1.4182	1.4503
S4	1.3778	1.3884	1.4421

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4865	1.4567	0.0298	2.0%	0.0080	0.6%	6%	False	True	1,325
10	1.5515	1.4567	0.0948	6.5%	0.0072	0.5%	2%	False	True	888
20	1.5780	1.4567	0.1213	8.3%	0.0061	0.4%	1%	False	True	641
40	1.5860	1.4567	0.1293	8.9%	0.0047	0.3%	1%	False	True	525

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5029
2.618	1.4885
1.618	1.4797
1.000	1.4743
0.618	1.4709
HIGH	1.4655
0.618	1.4621
0.500	1.4611
0.382	1.4601
LOW	1.4567
0.618	1.4513
1.000	1.4479
1.618	1.4425
2.618	1.4337
4.250	1.4193

Fisher Pivots for day following 15-Aug-2008
Pivot	1 day	3 day
R1	1.4611	1.4709
PP	1.4602	1.4667
S1	1.4594	1.4626

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

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