CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 06-Aug-2007

Day Change Summary
	Previous	Current
	03-Aug-2007	06-Aug-2007	Change	Change %	Previous Week
Open	1.3819	1.3847	0.0028	0.2%	1.3741
High	1.3845	1.3858	0.0013	0.1%	1.3845
Low	1.3760	1.3835	0.0075	0.5%	1.3710
Close	1.3851	1.3847	-0.0004	0.0%	1.3851
Range	0.0085	0.0023	-0.0062	-72.9%	0.0135
ATR	0.0050	0.0048	-0.0002	-3.8%	0.0000
Volume	263	411	148	56.3%	2,276

Daily Pivots for day following 06-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3916	1.3904	1.3860
R3	1.3893	1.3881	1.3853
R2	1.3870	1.3870	1.3851
R1	1.3858	1.3858	1.3849	1.3859
PP	1.3847	1.3847	1.3847	1.3847
S1	1.3835	1.3835	1.3845	1.3836
S2	1.3824	1.3824	1.3843
S3	1.3801	1.3812	1.3841
S4	1.3778	1.3789	1.3834

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4207	1.4164	1.3925
R3	1.4072	1.4029	1.3888
R2	1.3937	1.3937	1.3876
R1	1.3894	1.3894	1.3863	1.3916
PP	1.3802	1.3802	1.3802	1.3813
S1	1.3759	1.3759	1.3839	1.3781
S2	1.3667	1.3667	1.3826
S3	1.3532	1.3624	1.3814
S4	1.3397	1.3489	1.3777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3858	1.3710	0.0148	1.1%	0.0039	0.3%	93%	True	False	394
10	1.3905	1.3690	0.0215	1.6%	0.0035	0.3%	73%	False	False	414
20	1.3905	1.3690	0.0215	1.6%	0.0027	0.2%	73%	False	False	352
40	1.3905	1.3382	0.0523	3.8%	0.0021	0.2%	89%	False	False	243

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	True
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3956
2.618	1.3918
1.618	1.3895
1.000	1.3881
0.618	1.3872
HIGH	1.3858
0.618	1.3849
0.500	1.3847
0.382	1.3844
LOW	1.3835
0.618	1.3821
1.000	1.3812
1.618	1.3798
2.618	1.3775
4.250	1.3737

Fisher Pivots for day following 06-Aug-2007
Pivot	1 day	3 day
R1	1.3847	1.3832
PP	1.3847	1.3816
S1	1.3847	1.3801

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

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