CME Euro FX Future December 2007

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Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary Previous Current 01-Aug-2007 02-Aug-2007 Change Change % Previous Week Open 1.3744 1.3743 -0.0001 0.0% 1.3862 High 1.3760 1.3743 -0.0017 -0.1% 1.3905 Low 1.3710 1.3743 0.0033 0.2% 1.3690 Close 1.3710 1.3743 0.0033 0.2% 1.3701 Range 0.0050 0.0000 -0.0050 -100.0% 0.0215 ATR 0.0046 0.0045 -0.0001 -2.1% 0.0000 Volume 362 477 115 31.8% 1,733
Daily Pivots for day following 02-Aug-2007 Classic Woodie Camarilla DeMark R4 1.3743 1.3743 1.3743 R3 1.3743 1.3743 1.3743 R2 1.3743 1.3743 1.3743 R1 1.3743 1.3743 1.3743 1.3743 PP 1.3743 1.3743 1.3743 1.3743 S1 1.3743 1.3743 1.3743 1.3743 S2 1.3743 1.3743 1.3743 S3 1.3743 1.3743 1.3743 S4 1.3743 1.3743 1.3743	Weekly Pivots for week ending 27-Jul-2007 Classic Woodie Camarilla DeMark R4 1.4410 1.4271 1.3819 R3 1.4195 1.4056 1.3760 R2 1.3980 1.3980 1.3740 R1 1.3841 1.3841 1.3721 1.3803 PP 1.3765 1.3765 1.3765 1.3747 S1 1.3626 1.3626 1.3681 1.3588 S2 1.3550 1.3550 1.3662 S3 1.3335 1.3411 1.3642 S4 1.3120 1.3196 1.3583
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.3772 1.3690 0.0082 0.6% 0.0024 0.2% 65% False False 495 10 1.3905 1.3690 0.0215 1.6% 0.0026 0.2% 25% False False 389 20 1.3905 1.3640 0.0265 1.9% 0.0025 0.2% 39% False False 333 40 1.3905 1.3382 0.0523 3.8% 0.0019 0.1% 69% False False 236
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0005 Narrowest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 1.3743 2.618 1.3743 1.618 1.3743 1.000 1.3743 0.618 1.3743 HIGH 1.3743 0.618 1.3743 0.500 1.3743 0.382 1.3743 LOW 1.3743 0.618 1.3743 1.000 1.3743 1.618 1.3743 2.618 1.3743 4.250 1.3743
Fisher Pivots for day following 02-Aug-2007 Pivot 1 day 3 day R1 1.3743 1.3742 PP 1.3743 1.3742 S1 1.3743 1.3741

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