CME Euro FX Future December 2007

Trading Metrics calculated at close of trading on 23-Aug-2007

Day Change Summary
	Previous	Current
	22-Aug-2007	23-Aug-2007	Change	Change %	Previous Week
Open	1.3555	1.3598	0.0043	0.3%	1.3673
High	1.3575	1.3607	0.0032	0.2%	1.3673
Low	1.3540	1.3590	0.0050	0.4%	1.3430
Close	1.3567	1.3591	0.0024	0.2%	1.3513
Range	0.0035	0.0017	-0.0018	-51.4%	0.0243
ATR	0.0061	0.0060	-0.0002	-2.5%	0.0000
Volume	673	809	136	20.2%	4,805

Daily Pivots for day following 23-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.3647	1.3636	1.3600
R3	1.3630	1.3619	1.3596
R2	1.3613	1.3613	1.3594
R1	1.3602	1.3602	1.3593	1.3599
PP	1.3596	1.3596	1.3596	1.3595
S1	1.3585	1.3585	1.3589	1.3582
S2	1.3579	1.3579	1.3588
S3	1.3562	1.3568	1.3586
S4	1.3545	1.3551	1.3582

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	1.3607	1.3500	0.0107	0.8%	0.0037	0.3%	85%	True	False	941
10	1.3740	1.3430	0.0310	2.3%	0.0034	0.2%	52%	False	False	992
20	1.3870	1.3430	0.0440	3.2%	0.0031	0.2%	37%	False	False	774
40	1.3905	1.3430	0.0475	3.5%	0.0028	0.2%	34%	False	False	515

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.3679
2.618	1.3652
1.618	1.3635
1.000	1.3624
0.618	1.3618
HIGH	1.3607
0.618	1.3601
0.500	1.3599
0.382	1.3596
LOW	1.3590
0.618	1.3579
1.000	1.3573
1.618	1.3562
2.618	1.3545
4.250	1.3518

Fisher Pivots for day following 23-Aug-2007
Pivot	1 day	3 day
R1	1.3599	1.3579
PP	1.3596	1.3566
S1	1.3594	1.3554

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

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