CME Euro FX Future December 2008

Trading Metrics calculated at close of trading on 19-Aug-2008

Day Change Summary
	Previous	Current
	18-Aug-2008	19-Aug-2008	Change	Change %	Previous Week
Open	1.4613	1.4675	0.0062	0.4%	1.4832
High	1.4650	1.4700	0.0050	0.3%	1.4865
Low	1.4601	1.4565	-0.0036	-0.2%	1.4567
Close	1.4605	1.4675	0.0070	0.5%	1.4585
Range	0.0049	0.0135	0.0086	175.5%	0.0298
ATR	0.0104	0.0106	0.0002	2.1%	0.0000
Volume	692	2,027	1,335	192.9%	6,627

Daily Pivots for day following 19-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5052	1.4998	1.4749
R3	1.4917	1.4863	1.4712
R2	1.4782	1.4782	1.4700
R1	1.4728	1.4728	1.4687	1.4743
PP	1.4647	1.4647	1.4647	1.4654
S1	1.4593	1.4593	1.4663	1.4608
S2	1.4512	1.4512	1.4650
S3	1.4377	1.4458	1.4638
S4	1.4242	1.4323	1.4601

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	1.4850	1.4565	0.0285	1.9%	0.0099	0.7%	39%	False	True	1,111
10	1.5390	1.4565	0.0825	5.6%	0.0083	0.6%	13%	False	True	1,090
20	1.5645	1.4565	0.1080	7.4%	0.0064	0.4%	10%	False	True	762
40	1.5860	1.4565	0.1295	8.8%	0.0050	0.3%	8%	False	True	583

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.5274
2.618	1.5053
1.618	1.4918
1.000	1.4835
0.618	1.4783
HIGH	1.4700
0.618	1.4648
0.500	1.4633
0.382	1.4617
LOW	1.4565
0.618	1.4482
1.000	1.4430
1.618	1.4347
2.618	1.4212
4.250	1.3991

Fisher Pivots for day following 19-Aug-2008
Pivot	1 day	3 day
R1	1.4661	1.4661
PP	1.4647	1.4647
S1	1.4633	1.4633

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

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