CME Euro FX Future September 2007

Trading Metrics calculated at close of trading on 08-Jun-2007

Day Change Summary
	Previous	Current
	07-Jun-2007	08-Jun-2007	Change	Change %	Previous Week
Open	1.3512	1.3400	-0.0112	-0.8%	1.3530
High	1.3518	1.3412	-0.0106	-0.8%	1.3599
Low	1.3469	1.3390	-0.0079	-0.6%	1.3390
Close	1.3477	1.3406	-0.0071	-0.5%	1.3406
Range	0.0049	0.0022	-0.0027	-55.1%	0.0209
ATR	0.0048	0.0051	0.0003	5.7%	0.0000
Volume	5,653	28,754	23,101	408.7%	43,355

Daily Pivots for day following 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3469	1.3459	1.3418
R3	1.3447	1.3437	1.3412
R2	1.3425	1.3425	1.3410
R1	1.3415	1.3415	1.3408	1.3420
PP	1.3403	1.3403	1.3403	1.3405
S1	1.3393	1.3393	1.3404	1.3398
S2	1.3381	1.3381	1.3402
S3	1.3359	1.3371	1.3400
S4	1.3337	1.3349	1.3394

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4092	1.3958	1.3521
R3	1.3883	1.3749	1.3463
R2	1.3674	1.3674	1.3444
R1	1.3540	1.3540	1.3425	1.3503
PP	1.3465	1.3465	1.3465	1.3446
S1	1.3331	1.3331	1.3387	1.3294
S2	1.3256	1.3256	1.3368
S3	1.3047	1.3122	1.3349
S4	1.2838	1.2913	1.3291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3599	1.3390	0.0209	1.6%	0.0032	0.2%	8%	False	True	8,671
10	1.3599	1.3390	0.0209	1.6%	0.0035	0.3%	8%	False	True	4,742
20	1.3662	1.3390	0.0272	2.0%	0.0030	0.2%	6%	False	True	2,588
40	1.3740	1.3390	0.0350	2.6%	0.0026	0.2%	5%	False	True	1,438
60	1.3740	1.3355	0.0385	2.9%	0.0026	0.2%	13%	False	False	1,034
80	1.3740	1.3175	0.0565	4.2%	0.0021	0.2%	41%	False	False	791
100	1.3740	1.3024	0.0716	5.3%	0.0018	0.1%	53%	False	False	633
120	1.3740	1.3012	0.0728	5.4%	0.0015	0.1%	54%	False	False	531

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3506
2.618	1.3470
1.618	1.3448
1.000	1.3434
0.618	1.3426
HIGH	1.3412
0.618	1.3404
0.500	1.3401
0.382	1.3398
LOW	1.3390
0.618	1.3376
1.000	1.3368
1.618	1.3354
2.618	1.3332
4.250	1.3297

Fisher Pivots for day following 08-Jun-2007
Pivot	1 day	3 day
R1	1.3404	1.3480
PP	1.3403	1.3455
S1	1.3401	1.3431

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

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