CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 14-Aug-2007

Day Change Summary
	Previous	Current
	13-Aug-2007	14-Aug-2007	Change	Change %	Previous Week
Open	1.3673	1.3604	-0.0069	-0.5%	1.3847
High	1.3673	1.3625	-0.0048	-0.4%	1.3870
Low	1.3660	1.3588	-0.0072	-0.5%	1.3712
Close	1.3668	1.3588	-0.0080	-0.6%	1.3746
Range	0.0013	0.0037	0.0024	184.6%	0.0158
ATR	0.0055	0.0056	0.0002	3.3%	0.0000
Volume	891	1,004	113	12.7%	4,100

Daily Pivots for day following 14-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3711	1.3687	1.3608
R3	1.3674	1.3650	1.3598
R2	1.3637	1.3637	1.3595
R1	1.3613	1.3613	1.3591	1.3607
PP	1.3600	1.3600	1.3600	1.3597
S1	1.3576	1.3576	1.3585	1.3570
S2	1.3563	1.3563	1.3581
S3	1.3526	1.3539	1.3578
S4	1.3489	1.3502	1.3568

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	1.3588	0.0282	2.1%	0.0026	0.2%	0%	False	True	939
10	1.3870	1.3588	0.0282	2.1%	0.0029	0.2%	0%	False	True	709
20	1.3905	1.3588	0.0317	2.3%	0.0029	0.2%	0%	False	True	526
40	1.3905	1.3460	0.0445	3.3%	0.0024	0.2%	29%	False	False	370

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.3782
2.618	1.3722
1.618	1.3685
1.000	1.3662
0.618	1.3648
HIGH	1.3625
0.618	1.3611
0.500	1.3607
0.382	1.3602
LOW	1.3588
0.618	1.3565
1.000	1.3551
1.618	1.3528
2.618	1.3491
4.250	1.3431

Fisher Pivots for day following 14-Aug-2007
Pivot	1 day	3 day
R1	1.3607	1.3664
PP	1.3600	1.3639
S1	1.3594	1.3613

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

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