CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 17-Aug-2007

Day Change Summary
	Previous	Current
	16-Aug-2007	17-Aug-2007	Change	Change %	Previous Week
Open	1.3459	1.3548	0.0089	0.7%	1.3673
High	1.3472	1.3582	0.0110	0.8%	1.3673
Low	1.3430	1.3510	0.0080	0.6%	1.3430
Close	1.3446	1.3513	0.0067	0.5%	1.3513
Range	0.0042	0.0072	0.0030	71.4%	0.0243
ATR	0.0060	0.0065	0.0005	9.2%	0.0000
Volume	1,090	859	-231	-21.2%	4,805

Daily Pivots for day following 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3751	1.3704	1.3553
R3	1.3679	1.3632	1.3533
R2	1.3607	1.3607	1.3526
R1	1.3560	1.3560	1.3520	1.3548
PP	1.3535	1.3535	1.3535	1.3529
S1	1.3488	1.3488	1.3506	1.3476
S2	1.3463	1.3463	1.3500
S3	1.3391	1.3416	1.3493
S4	1.3319	1.3344	1.3473

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.4268	1.4133	1.3647
R3	1.4025	1.3890	1.3580
R2	1.3782	1.3782	1.3558
R1	1.3647	1.3647	1.3535	1.3593
PP	1.3539	1.3539	1.3539	1.3512
S1	1.3404	1.3404	1.3491	1.3350
S2	1.3296	1.3296	1.3468
S3	1.3053	1.3161	1.3446
S4	1.2810	1.2918	1.3379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3673	1.3430	0.0243	1.8%	0.0040	0.3%	34%	False	False	961
10	1.3870	1.3430	0.0440	3.3%	0.0030	0.2%	19%	False	False	890
20	1.3905	1.3430	0.0475	3.5%	0.0032	0.2%	17%	False	False	645
40	1.3905	1.3430	0.0475	3.5%	0.0027	0.2%	17%	False	False	437

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	0.0010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.3888
2.618	1.3770
1.618	1.3698
1.000	1.3654
0.618	1.3626
HIGH	1.3582
0.618	1.3554
0.500	1.3546
0.382	1.3538
LOW	1.3510
0.618	1.3466
1.000	1.3438
1.618	1.3394
2.618	1.3322
4.250	1.3204

Fisher Pivots for day following 17-Aug-2007
Pivot	1 day	3 day
R1	1.3546	1.3511
PP	1.3535	1.3508
S1	1.3524	1.3506

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

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