CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 20-Jul-2007

Day Change Summary
	Previous	Current
	19-Jul-2007	20-Jul-2007	Change	Change %	Previous Week
Open	1.3865	1.3873	0.0008	0.1%	1.3844
High	1.3885	1.3890	0.0005	0.0%	1.3890
Low	1.3860	1.3873	0.0013	0.1%	1.3825
Close	1.3865	1.3880	0.0015	0.1%	1.3880
Range	0.0025	0.0017	-0.0008	-32.0%	0.0065
ATR	0.0036	0.0035	-0.0001	-2.2%	0.0000
Volume	202	145	-57	-28.2%	1,100

Daily Pivots for day following 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3932	1.3923	1.3889
R3	1.3915	1.3906	1.3885
R2	1.3898	1.3898	1.3883
R1	1.3889	1.3889	1.3882	1.3894
PP	1.3881	1.3881	1.3881	1.3883
S1	1.3872	1.3872	1.3878	1.3877
S2	1.3864	1.3864	1.3877
S3	1.3847	1.3855	1.3875
S4	1.3830	1.3838	1.3871

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4060	1.4035	1.3916
R3	1.3995	1.3970	1.3898
R2	1.3930	1.3930	1.3892
R1	1.3905	1.3905	1.3886	1.3918
PP	1.3865	1.3865	1.3865	1.3871
S1	1.3840	1.3840	1.3874	1.3853
S2	1.3800	1.3800	1.3868
S3	1.3735	1.3775	1.3862
S4	1.3670	1.3710	1.3844

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3890	1.3825	0.0065	0.5%	0.0021	0.1%	85%	True	False	220
10	1.3890	1.3686	0.0204	1.5%	0.0020	0.1%	95%	True	False	278
20	1.3890	1.3501	0.0389	2.8%	0.0023	0.2%	97%	True	False	229

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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3962
2.618	1.3935
1.618	1.3918
1.000	1.3907
0.618	1.3901
HIGH	1.3890
0.618	1.3884
0.500	1.3882
0.382	1.3879
LOW	1.3873
0.618	1.3862
1.000	1.3856
1.618	1.3845
2.618	1.3828
4.250	1.3801

Fisher Pivots for day following 20-Jul-2007
Pivot	1 day	3 day
R1	1.3882	1.3873
PP	1.3881	1.3865
S1	1.3881	1.3858

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

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