CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 19-Jul-2007

Day Change Summary
	Previous	Current
	18-Jul-2007	19-Jul-2007	Change	Change %	Previous Week
Open	1.3856	1.3865	0.0009	0.1%	1.3695
High	1.3875	1.3885	0.0010	0.1%	1.3850
Low	1.3825	1.3860	0.0035	0.3%	1.3686
Close	1.3856	1.3865	0.0009	0.1%	1.3850
Range	0.0050	0.0025	-0.0025	-50.0%	0.0164
ATR	0.0037	0.0036	-0.0001	-1.5%	0.0000
Volume	184	202	18	9.8%	1,681

Daily Pivots for day following 19-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3945	1.3930	1.3879
R3	1.3920	1.3905	1.3872
R2	1.3895	1.3895	1.3870
R1	1.3880	1.3880	1.3867	1.3878
PP	1.3870	1.3870	1.3870	1.3869
S1	1.3855	1.3855	1.3863	1.3853
S2	1.3845	1.3845	1.3860
S3	1.3820	1.3830	1.3858
S4	1.3795	1.3805	1.3851

Weekly Pivots for week ending 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4287	1.4233	1.3940
R3	1.4123	1.4069	1.3895
R2	1.3959	1.3959	1.3880
R1	1.3905	1.3905	1.3865	1.3932
PP	1.3795	1.3795	1.3795	1.3809
S1	1.3741	1.3741	1.3835	1.3768
S2	1.3631	1.3631	1.3820
S3	1.3467	1.3577	1.3805
S4	1.3303	1.3413	1.3760

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3885	1.3825	0.0060	0.4%	0.0017	0.1%	67%	True	False	270
10	1.3885	1.3640	0.0245	1.8%	0.0025	0.2%	92%	True	False	278
20	1.3885	1.3460	0.0425	3.1%	0.0022	0.2%	95%	True	False	227

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3991
2.618	1.3950
1.618	1.3925
1.000	1.3910
0.618	1.3900
HIGH	1.3885
0.618	1.3875
0.500	1.3873
0.382	1.3870
LOW	1.3860
0.618	1.3845
1.000	1.3835
1.618	1.3820
2.618	1.3795
4.250	1.3754

Fisher Pivots for day following 19-Jul-2007
Pivot	1 day	3 day
R1	1.3873	1.3862
PP	1.3870	1.3858
S1	1.3868	1.3855

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

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