CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 13-Aug-2007

Day Change Summary
	Previous	Current
	10-Aug-2007	13-Aug-2007	Change	Change %	Previous Week
Open	1.3730	1.3673	-0.0057	-0.4%	1.3847
High	1.3740	1.3673	-0.0067	-0.5%	1.3870
Low	1.3712	1.3660	-0.0052	-0.4%	1.3712
Close	1.3746	1.3668	-0.0078	-0.6%	1.3746
Range	0.0028	0.0013	-0.0015	-53.6%	0.0158
ATR	0.0052	0.0055	0.0002	4.6%	0.0000
Volume	1,271	891	-380	-29.9%	4,100

Daily Pivots for day following 13-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3706	1.3700	1.3675
R3	1.3693	1.3687	1.3672
R2	1.3680	1.3680	1.3670
R1	1.3674	1.3674	1.3669	1.3671
PP	1.3667	1.3667	1.3667	1.3665
S1	1.3661	1.3661	1.3667	1.3658
S2	1.3654	1.3654	1.3666
S3	1.3641	1.3648	1.3664
S4	1.3628	1.3635	1.3661

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4250	1.4156	1.3833
R3	1.4092	1.3998	1.3789
R2	1.3934	1.3934	1.3775
R1	1.3840	1.3840	1.3760	1.3808
PP	1.3776	1.3776	1.3776	1.3760
S1	1.3682	1.3682	1.3732	1.3650
S2	1.3618	1.3618	1.3717
S3	1.3460	1.3524	1.3703
S4	1.3302	1.3366	1.3659

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3870	1.3660	0.0210	1.5%	0.0019	0.1%	4%	False	True	916
10	1.3870	1.3660	0.0210	1.5%	0.0029	0.2%	4%	False	True	655
20	1.3905	1.3660	0.0245	1.8%	0.0028	0.2%	3%	False	True	482
40	1.3905	1.3460	0.0445	3.3%	0.0023	0.2%	47%	False	False	351

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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3728
2.618	1.3707
1.618	1.3694
1.000	1.3686
0.618	1.3681
HIGH	1.3673
0.618	1.3668
0.500	1.3667
0.382	1.3665
LOW	1.3660
0.618	1.3652
1.000	1.3647
1.618	1.3639
2.618	1.3626
4.250	1.3605

Fisher Pivots for day following 13-Aug-2007
Pivot	1 day	3 day
R1	1.3668	1.3705
PP	1.3667	1.3693
S1	1.3667	1.3680

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

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